Question: The stock (underlying) moves as follows: 0=59, 1,=75, 1,=41, 2, =94, 2, =51, 2,=56, and 2,=32. The CCIR is 7%. What is the risk-neutral probability

The stock (underlying) moves as follows: 0=59, 1,=75, 1,=41, 2, =94, 2, =51, 2,=56, and 2,=32. The CCIR is 7%. What is the risk-neutral probability in the node (0)?

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