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Question
A stock with a current price of $30 will either move up to $37 or down to $26 over the next period. The risk-free rate of interest is 2.5 percent. What is the value of a call option with a strike price of $35?A. $0.49
B. $0.68
C. $0.86
D. $0.97
E. $1.21
Answer
This answer is hidden. It contains 2 characters.
Related questions
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Which one of the following statements regarding an original issue $25,000 GNMA bond is correct?
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An analyst gathered the following year-end price level data for an economy. What is the economy's annual inflation rate for 2012?A. 3.22%B. 3.42%C. 3.68%D. 3.87%E. 3.92%
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Q:
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Q:
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