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4496数理金融中等数值题short

Span-Restoring Asset Choice 6

题目

In a three-state market, the currently traded payoffs are cash [1,1,1] and stock [80,100,120]. Which candidate extra payoff would actually make the market complete: A=[1,1,1], B=[0,1,0], or C=[2,2.5,3]?

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