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A stock with a current price of $64 has a call option available with a strike price of $65. The stock will move up by

A stock with a current price of $64 has a call option available with a strike price of $65. The stock will move up by a factor of 0.91 or down by a factor of 0.66 each period for the next two periods and the risk-free rate is 2.6 percent. What is the price of the call option today?

Price of the call option

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