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Business, 27.12.2019 19:31 baler19

Astock price is currently $50. over each of the next two three-month periods it is expected to go up by 6% or down by 5%. the risk-free interest rate is 5% per annum with continuous compounding. what is the value of a six-month european call option with a strike price of $51?

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Astock price is currently $50. over each of the next two three-month periods it is expected to go up...
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