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Stock Bond (17=3%) Call (E=87) 137 103 50 100 100 51 103 0 1-year call option, S=100, E=87, 17=3% (annual) 1 step per year How

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Stock Bond (17=3%) Call (E=87) 137 103 50 100 100 51 103 0 1-year call option, S=100, E=87, 17=3% (annual) 1 step per year How much should the call option worth

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