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A stock with a current price of $25 will either move up to $32 or down to $20 over the next period. The risk-free rate

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A stock with a current price of $25 will either move up to $32 or down to $20 over the next period. The risk-free rate of interest is 3.5%. What is the value of a call option with a strike price of $30 ? Multiple Choice $.68 $.74 $.95 $1.12 $1.31

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