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A European call written on shares has strike price $12 and expires in six time steps. Using CRR notation, the underlying share prices are calculated

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A European call written on shares has strike price $12 and expires in six time steps. Using CRR notation, the underlying share prices are calculated using S=$14,u=1.2 and d=1/u. The return on a bank investment over each time step is R=1.05. Plot the value of this European call at expiry for different share prices

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