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Assume a stock Price of S ( 0 ) = $ 8 5 . 0 0 , r = . 0 5 ( annual with

Assume a stock Price of S(0)=$85.00, r=.05(annual with continuous compounding), sigma =.3 and dividend yield =.01. What is the price of a claim that pays 100*(S^(-2/3)) in 1 year?

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