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Suppose VS's stock price is currently $20. In the next six months it will either fall by 50% or rise by 50%. What is the

Suppose VS's stock price is currently $20. In the next six months it will either fall by 50% or rise by 50%. What is the current value of a call option with an exercise price of $15 and expiration of one year? The six-month risk-free interest rate is 5% (periodic rate). Use the two stage binomial method.

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