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A stock price is currently $20. It is known that at the end of 6 months, it will be either $24 or $16. What is

A stock price is currently $20. It is known that at the end of 6 months, it will be either $24 or $16. What is the value of an European call option with a strike price of $22 and an expiration date of 6 months if the continuously compounded risk-free interest rate is 6% per annum

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