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A European call has strike K=9 and expires in two time-steps. In CoxRoss-Rubinstein notation, the underlying asset has S=11,u=1.2 and d=1/u. If the return is

A European call has strike K=9 and expires in two time-steps. In CoxRoss-Rubinstein notation, the underlying asset has S=11,u=1.2 and d=1/u. If the return is R=1.03 over one time-step, what is the premium of this call

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