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Consider the non-dividend paying asset with a current value of 100 kr that is described by the multistep Binomial model depicted below. Assume that the

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Consider the non-dividend paying asset with a current value of 100 kr that is described by the multistep Binomial model depicted below. Assume that the continuously compounded risk free interest rate is 20% per annum for all maturities. Consider a European call option on this stock with maturity date in six months with strike price 110 kr. Calculate today's value of the option. 195.3125 156.2500 125.0000 125.0000 100.0000 100.0000 80.0000 80.0000 64.0000 51.2000 months 0 2 4 6

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