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A 6-month European call with strike price 50 is modeled with the following 1-period binomial tree: 80 S 40 You are given the following to

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A 6-month European call with strike price 50 is modeled with the following 1-period binomial tree: 80 S 40 You are given the following to determine the price of the stock. (a) The continuously compounded risk-free rate is 4%. (b) The option's premium is 2.00. (c) The underlying stock pays no dividends

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