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You are evaluating AT& J stock that is currently selling for R30 per share. The volatility of the stock is 15%. There is a call

You are evaluating AT& J stock that is currently selling for R30 per share. The volatility of the stock is 15%. There is a call option available on the stock with an exercise price of R29 and you intend to hold the stock for 7 months and the Treasury bill rate is 2%. ONLY calculate the hedge ratio, risk neutral probabilities, value of the call now and initial investment.

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