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13.4. A stock price is currently INR 170. It is known that at the end of 6 months the stock price will be either INR
13.4. A stock price is currently INR 170. It is known that at the end of 6 months the stock price will be either INR 155 or INR 185. If the risk free interest rate is 15% with continuous compounding what is the value of 6-month European option with a strike price of INR 175?
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