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You are given the following information: S0 = $ 35.0 X = $ 32.0 U = 1.1 per period D = 0.85 per period T
You are given the following information: S0 = $ 35.0 X = $ 32.0 U = 1.1 per period D = 0.85 per period T = 0.5 R = 5.0% n = 2 (time steps)
What is the value of an European call?
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