Multiple Choice
A stock with a current price of $25 will either move up to $32 or down to $20 over the next period.The risk-free rate of interest is 3.5 percent.What is the value of a call option with a strike price of $30?
A) $0.61
B) $0.72
C) $0.93
D) $1.11
E) $1.36
Correct Answer:
Verified
Correct Answer:
Verified
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