Question: BlackRock Interview Question The interest rate is zero. A stock paying no dividend is priced S0. - It has probability p of rising to Su

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

BlackRock Interview Question The interest rate is zero. A stock paying no dividend is priced S0. - It has probability p of rising to Su and probability (1p) of dropping to Sd. - What is the no-arbitrage forward price? - What is the no-arbitrage call option price - What is the no-arbitrage put option price

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