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A stock price is currently trading at $100. Over each of the next six month periods it is expected to go up by 10% and

A stock price is currently trading at $100. Over each of the next six month periods it is expected to go up by 10% and down by 10%. The risk free rate is 8% p.a. with continuously compounding. Using a tree diagram calculate the value of the European Call option with a strike price of 100?

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