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A stock is selling for $32.70. The strike price on a call, maturing in 6 months, is $35. The possible stock prices atthe end of

A stock is selling for $32.70. The strike price on a call, maturing in 6 months, is $35. The possible stock prices atthe end of 6 months are $39.50 and $28.40. If interest rates are 6.0%, what is the option price?

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