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Zepo, Inc. stock is currently $80. The stock price will move up by 15% or down by 13% each period. The value of a two-period

  1. Zepo, Inc. stock is currently $80. The stock price will move up by 15% or down by 13% each period. The value of a two-period call option with an exercise price of $62 if the Rf is 4% per period is closes to:
    1. $19.17
    2. $22.99
    3. $27.11

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