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El precio de una acci n es actualmente de $ 5 0 . Durante cada uno de los pr ximos dos per odos de 3

El precio de una accin es actualmente de $ 50. Durante cada uno de los prximos dos perodos de 3 meses se espera para subir un 6% o bajar un 5%. La tasa de inters libre de riesgo es del 5% anual con capitalizacin continua. Cul es el valor de una opcin call europea a 6 meses con un precio de ejercicio de $ 51?

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