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Jasa Tiasa Berhad Holdings Berhad is the preferred quality oil palm and timber producer in Malaysia. Currently, the company announces to sell a three-month call
Jasa Tiasa Berhad Holdings Berhad is the preferred quality oil palm and timber producer in Malaysia. Currently, the company announces to sell a three-month call option. The share price is RM50 and the strike price is RM45. The risk-free rate is 8 percent per annum and the volatility is 35 percent. Calculate the value of call option.
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