What is the value of a 1-year european call

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A stock price is currently $50. over the next two 6 month periods, it is expected to go up by $10, down by $10 or stay constant. the riskfree interest rate is 20% per annum with semi-annual compounding. What is the value of a 1-year european call with strike price of $45

Reference no: EM131989522

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