Question: A two-state one-period binomial option pricing model with PV$1 u = $0.00 and PV$1 d = $1.00 contains an arbitrage opportunity. Group of answer choices

A two-state one-period binomial option pricing model with PV$1u = $0.00 and PV$1d = $1.00 contains an arbitrage opportunity.

Group of answer choices

True

False

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