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1. Suppose the share price at time 0 is 110 , and that we have a one period binomial model where the share can move

image text in transcribed 1. Suppose the share price at time 0 is 110 , and that we have a one period binomial model where the share can move upwards to 127.120 or downwards to 85.21 . Let's assume that the interest over the period is rT=5%. Find the value of a call option on the share with strike price 100 and maturity T

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