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The stock price can increase to H=$110 or drop to L=$90. The risk-neutral probability of H is 0.6. The risk-free rate is 0. What is

The stock price can increase to H=$110 or drop to L=$90. The risk-neutral probability of H is 0.6. The risk-free rate is 0. 


What is the fair price of a call with a strike price of $85?

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