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Suppose ABSD's stock price is currently $75. In the next six months it will either fall to $65 or rise to $85. The risk-free interest

Suppose ABSD's stock price is currently $75. In the next six months it will either fall to $65 or rise to $85. The risk-free interest rate is 5%. What is the current value of a six-month call option with an exercise price of $70 using (a) delta-hedging method and (b) risk-neutral valuation method ?

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