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A stock price is currently $ 5 0 . It is known that at the end of 2 months it will be either $ 5

A stock price is currently $50. It is known that at the end of 2 months it will be either $56 or $48. The riskfree interest rate is 11% per annum with continuous compounding. What is the value of a 2month European call option with a strike price of $49?

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