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What is the price of a two-month European call option given the following information: the exercise price is $19, the current share price is $18,

What is the price of a two-month European call option given the following information: the exercise price is $19, the current share price is $18, and the risk-free interest rate is 1% per month? Furthermore, the share price is expected to either increase by 5% or decrease by 4.762% each month. The company does not pay dividends. Assume a risk-neutral world. Show your calculations

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