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The three - month risk - free rate is 1 . 5 % . By the end of 3 months the stock will either increase

The three-month risk-free rate is 1.5%. By the end of 3 months the stock will either increase by 30% or fall by 25%. The current price is $90. Find the current price of the 6-month at the money call option relying on the replication approach.
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