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Stock price is 100$ right now and can increase to 120 or drop to 80$ at expiration. Risk free rate is 0. What is a
Stock price is 100$ right now and can increase to 120 or drop to 80$ at expiration. Risk free rate is 0.
What is a fair price of call with 110 strike?
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Applied International Finance
Authors: Thomas J O'Brien
1st Edition
1606497340, 9781606497340
