Question: Problem 1 [10 points] 1-year call option, S=100,E=87,rF=3% (annual) 1 step per year How much should the call option worth

Problem 1 [10 points] 1-year call option, S=100,E=87,rF=3% (annual) 1 step

Problem 1 [10 points] 1-year call option, S=100,E=87,rF=3% (annual) 1 step per year How much should the call option worth

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