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Caf Nervosa stock is selling for $100. In 6 months it will trade for either $110 or $90.91. The continuous risk-free rate is 6% per

Caf Nervosa stock is selling for $100. In 6 months it will trade for either $110 or $90.91. The continuous risk-free rate is 6% per year. Compute the value of a 6 month European call option on Caf Nervosa with a strike price of $100.

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