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Consider the information the information below and answer the questions that follow i. Calculate The...

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Finance

Consider the information the information below and answer the questions that follow

i. Calculate The Option value for a two period Binomial European Call option with the following terms and the time values

Current Price of underlying asset k100

Strike price of underlying asset k80

One period risk free rate of return 10%

Stock price can either go up or down by 15%

ii. compare the results if the stock price can go up or down by 30%

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