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Sunshine Stock is currently trading at $45. Exercise price X=46. Expire in 2 periods. u=1.1; d=0.96; r=1.04. What is the call option price today (

Sunshine Stock is currently trading at $45. Exercise price X=46. Expire in 2 periods.

u=1.1; d=0.96; r=1.04. What is the call option price today (C₀)?

Question 5 options:

$0.83

$5.25

$4.37

$3.22

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