For the Same Problem in the Preceding Two Questions, Find

question 4

Multiple Choice

For the same problem in the preceding two questions, find the state price at the middle node after two periods, given that the 117.3008--strike call is priced at $4 and the 85.2509--strike put is priced at $4, both options of two-months maturity. Assume that the middle node after two periods has the same stock price as the initial stock price.

• A) 0.5016
• B) 0.5023
• C) 0.5044
• D) 0.5117

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Definitions:

Crucial Species

Key species that have a disproportionately large effect on their ecosystem's structure and function, often pivotal for biodiversity.

Keystone Species

A crucial species whose presence significantly influences the survival of other species in an ecosystem, and its removal would lead to significant changes in the ecosystem's structure.

Tropic Interactions

Ecological interactions that cause organisms to move or grow toward or away from stimuli, including phototropism, hydrotropism, and others.

Ecosystem Function

The collective biological, geochemical, and physical processes within an ecosystem, which support and regulate the flux of energy and matter.