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This call option on the stock has a RM 20 exercise price and one-year maturity. This underlying asset can change two times within its maturity
This call option on the stock has a RM 20 exercise price and one-year maturity. This underlying asset can change two times within its maturity with the probability of a 60% increase and a 40% decrease. For each change, the underlying asset will fluctuate up to 10%. The current T-Bills is 5%. Calculate the call value.
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