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what is the value of a european call option with an exercise price of $40 and a maturity date six months from now if the

what is the value of a european call option with an exercise price of $40 and a maturity date six months from now if the stock price is $28 the instantaneous variance of the stock price is 0.5 and the risk free rate is 6% use both a) two step binomial tree b) black scholes pricing formula

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