Question: BlackRock Interview Question The interest rate is zero. A stock paying no dividend is priced $10. It has 50% probability of doubling to $20 and

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

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