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Suppose a stock is currently trading at 100, and each of the next two periods will either go up by 20% or down by 10%.

Suppose a stock is currently trading at 100, and each of the next two periods will either go up by 20% or down by 10%. The simple one-period risk-free rate is 2%. What is the price of a two-period ATM European call written on the stock?

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