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A stock price is currently $51.50. It is known that the end of six months will be eitheir $59.00 or $43. The risk free rate
A stock price is currently $51.50. It is known that the end of six months will be eitheir $59.00 or $43. The risk free rate of interest with continous compouding 5% per annum. Calculate the value of 12- month European call option on the stock with an excerise price of $50. Answer with three decimal digits accuracy
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