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Posted on Oct 03, 2024

A stock price is currently Rs . 5 0 At the end of 6 months, it will be either Rs . 5 5 or Rs

A stock price is currently Rs

. 50

At the end of

6

months, it will be either Rs

. 55

or Rs

.

45 .

The risk free rate of interest is

8 %

per annum. What is the value of Six month

European Call option, with a strike price Rs

. 48 .

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