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Find the price of a 6-month European call option with strike price of $97 if current stock price is equal to $100 and in 6
Find the price of a 6-month European call option with strike price of $97 if current stock price is equal to $100 and in 6 months it can either increase to $110 or decrease to $80. The risk-free interest rate is 6%. The stock does not pay any dividends.
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