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5. Compute the arbitrage free price of a European Call Option with strike price $100 and exercise date in 3 months when the stock

5. Compute the arbitrage free price of a European Call Option with strike price $100 and exercise date in 3 months when the stock price today is $100, $90 and $110 and the risk free asset returns 5% per year and the risky asset has a drift of 12% per month and the volatility of 20% per month.

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