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ABC stock is currently at 100. In the next period, the price will either increase by10% or decrease by 10%. If the risk-neutral probability of

ABC stock is currently at 100. In the next period, the price will either increase by10% or decrease by 10%. If the risk-neutral probability of the stock going up is equal to 0.65, what is the price of a one-month call option at a strike price of $102?

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