Question: Suppose S = $96, K = $100, u = 1.03, d = 0.97, and R = 1.02. The risk-neutral probability, q, that the stock price

Suppose S = $96, K = $100, u = 1.03, d

Suppose S = $96, K = $100, u = 1.03, d = 0.97, and R = 1.02. The risk-neutral probability, q, that the stock price will increase is: O 0.8333 0.1667 -0.8000 1.2000

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