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A stock price is currently S=100. Over the next year, it is expected to go up by 100% (u=2) or down by 50% (d=0.5). The

A stock price is currently S=100. Over the next year, it is expected to go up by 100% (u=2) or down by 50% (d=0.5). The risk-free interest rate is r = 20% per annum with continuous compounding. What is the value of a 1 year European Call option with a strike price K = 100

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