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A stock with a current price of $22 will either move up to $32.00 or down to $15 over the next period. The risk-free rate

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A stock with a current price of $22 will either move up to $32.00 or down to $15 over the next period. The risk-free rate of interest is 1.1%. What is the value of a call option with a strike price of $25 ? Multiple Choice $2.20 $2.34 $2.67 $2.79 $2.41

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