Multiple Choice
A stock with a current price of $32 will either move up to $40.00 or down to $30 over the next period. The risk-free rate of interest is 2.3%. What is the value of a call option with a strike price of $33?
A) $1.30
B) $1.44
C) $1.87
D) $2.09
E) $2.41
Correct Answer:
Verified
Correct Answer:
Verified
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