Question: Question Completion Status: > A Moving to t question prevents changes to this answer. Question 1 of 6 Save Answer Question 1 3 points A

 Question Completion Status: > A Moving to t question prevents changes

Question Completion Status: > A Moving to t question prevents changes to this answer. Question 1 of 6 Save Answer Question 1 3 points A stock price is currently $50. It is known that at the end of 2 months it will be either $53 or $48. The risk-free interest rate is 10% per annum with continuous compounding. What is the value of a 2-month European call option with a strike price of $49? A. $2.48 B. $2.23 oc. $2.4 D. $2.13 DOLL F12 PrtScr Insert Delete Pous F11 F10 FZ F5 F4 F6

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