Question: 1 year call option S=100, E=87, rF=3%(annual) 1 step per year How much should the call option be worth?

1 year call option S=100, E=87, rF=3%(annual)1 step per yearHow much

1 year call option S=100, E=87, rF=3%(annual)

1 step per year

How much should the call option be worth?

should the call option be worth?

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