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In a 1-period binomial model with R = 1.02, S0 = 100, and u = d = 1.05, what is the value of a European

In a 1-period binomial model with R = 1.02, S0 = 100, and u = d = 1.05, what is the value of a European call option with a strike price of 102? The stock does not pay dividends. Answer A. $7.28 B. $3.70 C. $5.00 D. $0.00

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