Let A(0) = 100, A(1) = 120, S(0) = 100 dollars and S(1) = 150...
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Let A(0) = 100, A(1) = 120, S(0) = 100 dollars and S(1) = 150 dollars, if stock goes up with probability P 90 dollars, if stock goes down with probability 1-P Compute the price C(0) of a call option with exercise time 1 with a strike price is $100.
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