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a. Share of Beta Co. are currently trading for $40 and will either rise to $50 or fall to $35 in one month. The risk-free

a. Share of Beta Co. are currently trading for $40 and will either rise to $50 or fall to $35 in one month. The risk-free rate for one month is 1.5 per cent. What is the value of a one-month call opti...

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