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please answer soon, thanks! Suppose there is a European option that has XYZ stock as underlying asset, which currently trades at $85. The option expires

image text in transcribedplease answer soon, thanks!
Suppose there is a European option that has XYZ stock as underlying asset, which currently trades at $85. The option expires in one period, and has a strike price of $95. The stock price either goes up by 25% or drops by -25%. The risk-free rate is 4%. For a straddle option, what option price, using the biomial method? 10.4369 21.9712 17.0631 18.8942 14.7619

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