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The current price of a non - dividend - paying stock is $ 3 0 . Over the next six months it is expected to

The current price of a non-dividend-paying stock is $30. Over the next six months it is expected to rise to $36 or fall to $26. Assume the risk-free rate is zero. An investor sells call options with a strike price of $32. What is the value of this call option?
a. $3.0
b. $2.0
c. $2.4
d. $1.6
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