Question: Define risk neutral probability. Let's hat ( p ) ( risk neutral probability ) be 0 . 7 5 , current price of the stock

Define risk neutral probability. Let's hat(p)( risk neutral probability) be 0.75, current price of the stock is Rs.100, risk free interest rate r is 10% per year, strike price E is Rs.100 and time to expiry is 2 yrs. Find the price of a European call option such that u**d=1.
Define risk neutral probability. Let's hat ( p )

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