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A stock price is currently $51 and in 3 months it will either be $55 or $44. Using continuous compounding and a risk-free rate of

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A stock price is currently $51 and in 3 months it will either be $55 or $44. Using continuous compounding and a risk-free rate of 2% per annum, what is the price of a 3-month call option on that stock with a strike price of $50

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