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Please don't use Excel in Answer. (Problem 5] A stock price is currently $60, and it is known that at the end of six months

Please don't use Excel in Answer.

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(Problem 5] A stock price is currently $60, and it is known that at the end of six months it will be either $55 or $65. The risk-free rate is 10% per annum with continuous compounding. What is the value of a six- month European call option with a strike price of $58

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