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The stock price is currently $50. The stock price annual up-move factor is 1.15. The risk-free rate is 3.9%. What is the value of a

The stock price is currently $50. The stock price annual up-move factor is 1.15. The risk-free rate is 3.9%. What is the value of a 1-year European call option with an exercise price of $52.

		$ 3.21
		$ 2.38
		$ 2.73
		$ 1.95

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