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NNF1024 NNF1024
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A month ago
Francis has a long position on the underlying asset and has sold a number of call options with the following binomial tree:



Given the current asset price is $20 and r is 5%, what is the price of the this call option?

▸ −$21.43

▸ $2.86

▸ $0.60

▸ $21.43
Textbook 
Corporate Finance

Corporate Finance


Edition: 5th
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mnnewmanmnnewman
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A month ago
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