Question: A. 4 B. 5 C. 6 D. 10 A Stock price is $100 at t=0. At t=1, the stock price with be either $110 with

A. 4 B. 5 C. 6 D. 10 A Stock price is A. 4

B. 5

C. 6

D. 10

A Stock price is $100 at t=0. At t=1, the stock price with be either $110 with probability 0.6 or $90 with probability 0.4. If interest rate is zero, the price for an at-themoney European call expiring at t=1 is

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