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Consider a 1-period BOPM where a period is 1 year. The current stock price is 40. The stock could up by 20% or down by

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Consider a 1-period BOPM where a period is 1 year. The current stock price is 40. The stock could up by 20% or down by 10% and the risk-free rate is 2%. The strike price of a call option is 42. What is the fair price of this call option? O 2.80 O 2.40 O 1.76 O 2.35 O 1.92

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