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  3. 4. consider a european call option on a non-divide

4. Consider a European call option on a non-dividend-paying stock where the stock price is...

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Accounting

4. Consider a European call option on a non-dividend-paying stock where the stock price is $50, the strike price is $48, the risk-free rate is 6% per annum, the volatility is 20% per annum, and the time to maturity is six months. Value the option using a two-step tree.

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