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Business, 06.11.2021 09:20 niicoleassssssf

A stock price is currently $100. The risk-free interest rate is 8% per annum with continuous compounding. At the end of 6-months, it is expected to go up to $106 or down to $91. The strike price in a European call option is $102. (Note1: enter the answer with two digits after the decimal point. eg., 2.56) 2. What is the probability, p

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