Question: Construct a synthetic security to mimic the following call option. Then find the value of this synthetic security (call option). Stock price: $430 Exercise (Strike)

Construct a synthetic security to mimic the following call option. Then find the value of this synthetic security (call option).

Stock price: $430

Exercise (Strike) price: $430

The stock price will either rise to $573.33 or fall to $322.50 in three months.

Risk free rate: 2.3% annual

Option life: 3 months

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