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Incorrect 0 / 1.25 pts Consider a non-dividend paying asset that trades for $100. Over the next six months, analysts expect that it could go
Incorrect 0 / 1.25 pts Consider a non-dividend paying asset that trades for $100. Over the next six months, analysts expect that it could go up to $115 or down to $90. Compute the price of an at-the-money European call option expiring in six months. Assume that the risk-free rate is 4% per year with continuous compounding. Express your answer with two decimals. 7.53
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