Question: Math 1 1 2 1 : Homework 1 If 1 + r u in a binomial tree model, show that we can construct a portfolio

Math1121: Homework 1
If 1+ru in a binomial tree model, show that we can construct a portfolio to obtain an arbitrage.
Math 1 1 2 1 : Homework 1 If 1 + r u in a

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