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A stock is currently priced at $71. The stock will either Increase or decrease by 10 percent over the next year. There is a call
A stock is currently priced at $71. The stock will either Increase or decrease by 10 percent over the next year. There is a call option on the stock with a strike price of $65 and one year until expiration Assume the risk-free rate is 5 percent. What is the risk-neutral value of the option? (Do not round Intermediate calculations and round your answer to 2 decimal places, e.g.. 32.16.) Call value
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