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Let A(0) = 100 and A(T) = 110. S(0) = 100 S(T) = {160 with p = 0.5 40 with(1 - p) = 0.5 The

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Let A(0) = 100 and A(T) = 110. S(0) = 100 S(T) = {160 with p = 0.5 40 with(1 - p) = 0.5 The Call Option gives the holder the Right to buy a share of stock at time T at Strike Price = $ 100. Calculate the Price C(0) for this Call Option

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