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An European CALL option on the stock has a strike price of 65. The risk free rate is 2%. Each time step is 3 months.

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An European CALL option on the stock has a strike price of 65. The risk free rate is 2%. Each time step is 3 months. 72.6 66 KB 60A 59.4 546 (a) What is the call option price at Node B? (b) What is the call option price at Node C? (c) What is the call option price at Node A

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