Consider an asset that trades for $200. Over the next six months, analysts expect that...
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Consider an asset that trades for $200. Over the next six months, analysts expect that it could go up to $212 or down to $185. The asset pays a dividend yield of 6% per year. Compute the price of an at-the-money European call option expiring in six months. Assume that the risk-free rate is 7% per year with continuous compounding. Express your answer with two decimals.
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