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A Stock price is $100 at t = 0. Att = 1, the stock price with be either $110 with probability 0.6 or $90 with

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A Stock price is $100 at t = 0. Att = 1, the stock price with be either $110 with probability 0.6 or $90 with probability 0.4. If interest rate is zero, the price for an at-the-money European call expiring at t = 1 is

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