Question: What should a call option be worth if it has 6 months to expiration, risk free rate is 3%, has strike price of $50, and

What should a call option be worth if it has 6 months to expiration, risk free rate is 3%, has strike price of $50, and its underlying stock is trading currently at $45 with equal chances of getting to $60 and $30 in the next 6 months

a.$5.15

b.$6.15

c.$7.15

d.$8.15

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