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

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

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