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A stock is currently priced at $94. The stock will either increase or decrease by 10 percent over the next year. There is a call
A stock is currently priced at $94. 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 $90 and one year until expiration. If the risk-free rate is 5 percent, what is the risk-neutral value of the call option? (Do not round intermediate calculations and round your final answer to 2 decimal places. (e.g., 32.16)) Call value $
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