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The current price of a non-dividend paying stock is $100. Every three months, it is expected to go up or down by 6% or 10%,

The current price of a non-dividend paying stock is $100. Every three months, it is expected to go up or down by 6% or 10%, respectively. The risk-free rate is 7% per year with continuous compounding. Compute the price of a European call option with strike price $98 and maturity six months written on the stock.

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