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What should a call option be worth if it has 6 months to expiration, risk free rate is 3%, has strike price of $50, and
What should a call option be worth if it has 6 months to expiration, risk free rate is 3%, has strike price of $50, and its underlying stock is trading currently at $45 with equal chances of getting to $60 and $30 in the next 6 months
a.$5.15
b.$6.15
c.$7.15
d.$8.15
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