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8. A 6-month European call with strike price 42, and the continuously compounded risk-free rate 4%, is modeled with the following 1-period binomial tree: so
8. A 6-month European call with strike price 42, and the continuously compounded risk-free rate 4%, is modeled with the following 1-period binomial tree: so to 30 Determine the change in the premium for the call option if the contin ous dividend rate increases from 1 to 3%
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