Find expected gain or loss for a holder of a european call

Reference no: EM13645107

Find expected gain (or loss) for a holder of a European call option with strike price $90 to exercised in 6 months if the stock price on the exercise date may turn out to be $87, $92 or $97 with probability 1/3 each, given that the option is bought for $8, financed by a loan at 9% compounded continuously

Reference no: EM13645107

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