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  3. (b) consider a european call option on a non-divid

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

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Finance

image (b) Consider a European call option on a non-dividend-paying stock where the stock price is \\( \\$ 30 \\), the strike price is \\( \\$ 30 \\), the risk-free rate is \5 per annum, the volatility is \30 per annum, and the time to maturity is 12 months. Use a threestep binomial tree to value the option

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