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A stock with a current price of $32 will either move up to $40.00 or down to $30 over the next period. The risk-free rate

A stock with a current price of $32 will either move up to $40.00 or down to $30 over the next period. The risk-free rate of interest is 2.3%. What is the value of a call option with a strike price of $33?

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