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i) Assume the binomial tree (from exercise h)) holds perfectly. The last price for the American call option with a strike of USD 200 for
i) Assume the binomial tree (from exercise h)) holds perfectly. The last price for the American call option with a strike of USD 200 for June 17, 2022, when the stock price moves 6 times (i.e., every 32.67 days or 784 hours), was USD 15.09. Determine the Nasdaq implicit spot price for a no-arbitrage situation. [if necessary, make reasonable assumptions]
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