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Problem 16-22 Two-Period Binomial Option Pricing (CFA2) A stock with a current price of $75 has a call option available with a strike price of

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Problem 16-22 Two-Period Binomial Option Pricing (CFA2) A stock with a current price of $75 has a call option available with a strike price of $80. The stock will move up by a factor of .92 or down by a factor of .77 each period for the next two periods and the risk-free rate is 3.2 percent. What is the price of the call option today? Price of the call option Problem 16-22 Two-Period Binomial Option Pricing (CFA2) A stock with a current price of $75 has a call option available with a strike price of $80. The stock will move up by a factor of .92 or down by a factor of .77 each period for the next two periods and the risk-free rate is 3.2 percent. What is the price of the call option today? Price of the call option

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