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solve in 30 mins i will give thumb up. Q1) (0.2%) d) A stock price is currently 10. It is known that at the end

solve in 30 mins i will give thumb up.
Q1) (0.2%) d) A stock price is currently 10. It is known that at the end of the month it will be either 15 or 9. We assume the risk-free interest rate is r=0. Using the idea of pricing by the absence of arbitrage find the value of a one-month European call option with a strike price of 13

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