For a one-period arbitrage-free binomial model with two nondividend-paying securities, you are given: (i) The following price

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For a one-period arbitrage-free binomial model with two nondividend-paying securities, you are given:

(i) The following price evolution of the two securities:

Security 1 Security 2 10.4 10 12 00 2.5 Outcome 1. Outcome 2 Outcome 1 Outcome 2

(ii) The following information about two European call options: 

Call Option A B Underlying Asset Strike Price Security 1 Security 2 9 11 Current Price 1.8 ??

Calculate the current price of call option B.

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