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A stock price is currently $71. Over each of the next two 4 -month periods 2 is expected to go up by 8% or down by 8%. The risk-free interest rate is 4% per annum with continuous compounding. What is the value of an 8 -month European call option with a strike price of $70 ? Keep intermediate slep numerical values correct to 3 decimal places and calculate your final answer to 2 decimal places