Question: . Use the two-state call-option value in this problem, So = $100; X = $130; the two possibilities for Sy are $150 and $80. The

. Use the two-state call-option value in this problem, So = $100; X = $130; the two possibilities for Sy are $150 and $80. The risk-free interest rate is 6 percent. The price of the call option is A...

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