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Suppose ABCD's stock price is currently $60. In the next six months it will either fall to $30 or rise to $80. What is the

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Suppose ABCD's stock price is currently $60. In the next six months it will either fall to $30 or rise to $80. What is the current value of a six-month call option with an exercise price of $70 using the delta hedging method? The six-month risk-free interest tale is 4% (periodic rate)

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