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A stock is selling for $48 a share. The 6-month options have an exercise price of $50. The risk-free rate is 3.5 percent, the standard

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A stock is selling for $48 a share. The 6-month options have an exercise price of $50. The risk-free rate is 3.5 percent, the standard deviation is 32 percent, and the dy value is .01007. What is the value of dz

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