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Question 2 (Binomial Tree) (15 points) Consider a call option on a stock. The call option will expire in 6 months. The current stock price

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Question 2 (Binomial Tree) (15 points) Consider a call option on a stock. The call option will expire in 6 months. The current stock price is So =$90, and the strike price of the call option is X =$65. At expiration date, the stock price can either be Sr =$100 or it can be ST =$75. The 6-month risk free interest rate is 0%. What is the value of the call option today

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