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An analyst is using a 20-play binomial option pricing model to value a call option with a 6-month life when the underlying stock is priced

An analyst is using a 20-play binomial option pricing model to value a call option with a 6-month life when the underlying stock is priced at $26.00 per share. What is the resulting price of the stock if it goes 'up' 15 times (and 'down' 5 times) if the analyst is matching the underlying asset's per annum return standard deviation of 34%?

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