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A stock price is currently $ 5 8 . Over each of the next two three - month periods it is expected to go up

A stock price is currently $58. Over each of the next two three-month periods it is expected to go up by
7% or down by 5%. The risk-free interest rate is 6% per annum with continuous compounding. What is the
value of a six-month European call option with a strike price of $60? please help
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