Multiple Choice
A stock with a current price of $22 will either move up to $32.00 or down to $15 over the next period. The risk-free rate of interest is 1.1%. What is the value of a call option with a strike price of $25?
A) $2.20
B) $2.34
C) $2.67
D) $2.79
E) $2.41
Correct Answer:
Verified
Correct Answer:
Verified
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