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One Period Binomial A stock is selling for $32.70. The strike price on a call, maturing in 6 months, is $35. The possible stock prices

One Period Binomial

A stock is selling for $32.70. The strike price on a call, maturing in 6 months, is $35. The possible stock prices at the end of 6 months are $39.50 and $28.40. The interest rates are 6.0%. What is the call option price?

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