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Consider a three-period call option that is struck at $90, written on an underlying asset currently priced at $93. Each period the underlying asset will

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Consider a three-period call option that is struck at $90, written on an underlying asset currently priced at $93. Each period the underlying asset will either move up by a factor of 1.07 or down by a factor of 0.94. What is the price today of the call if the risk free rate is 5%

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