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The shares for Twitter traded for $22.30 per share. Employee stock options to purchase 1000 shares for $21.70 per share. the option expires in three

The shares for Twitter traded for $22.30 per share. Employee stock options to purchase 1000 shares for $21.70 per share. the option expires in three years. The volatility is at 89.2% and the interest rate is 2.9%. What is the value of Twitter option? What is the value in 6 months? What is the value in three years with a volatility of 63.8%?

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