Question: BlackRock Interview Question - The interest rate is zero. A stock paying no dividend is priced $10. What is the no-arbitrage futures price? Stock price

 BlackRock Interview Question - The interest rate is zero. A stock

BlackRock Interview Question - The interest rate is zero. A stock paying no dividend is priced $10. What is the no-arbitrage futures price? Stock price has 50% chance to double to $20 and 50% probability of halving to $5. - What is the no-arbitrage call option price? - What is the no-arbitrage put option price

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