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Question: The price of ULL stock is currently $110. The stock will either increase by a factor of u=1.2 or decrease by a factor of d=0.6 in the following year. The annual risk-free rate is 3% and the stock does not pay dividends.
Consider a European call option, C1, written on ULL stock with a strike price of $66 that matures in one year.
Suppose that an investor wants to create a portfolio today that generates the same payoffs in both states of the world in 1 year, using ULL stocks and the call option C1. Calculate the number of ULL stocks that an investor should purchase for each call option C1 that he sells.
What is the price of the call option C1 today?
When she refused to pay, Johnny sued her for breach of contract, what was the result?
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A stock has an expected return of 16.8 percent, its beta is 1.4, and the expected return on the market is 13 percent. The risk-free rate must be percent. (Do not include the percent sign (%). Round your answer to 2 decimal places.
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