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Assume that a stock is currently priced at INR 800. There exists a put option with an exercise price of INR 780 and an expiry

Assume that a stock is currently priced at INR 800. There exists a put option with an exercise price of INR 780 and an expiry of 58 days. At the end of 58 days, the stock price can either increase by 6% or decrease by 4%. If the risk-free rate is 8%, calculate the price of the call by using the binomial options pricing model.

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