Question: You are a junior analyst at Options - 2 - go . Today, you are evaluating a call option on TSLA. with a strike price
You are a junior analyst at Optionsgo Today, you are evaluating a call option on TSLA. with a strike price of $
If TSLA is able to develop a new technology, the price per share will go up to $ Otherwise, the price will go down to $ Let's assume that these are the only two possible scenarios. TSLA shares today are trading at $ You know that the riskfree rate is lets assume it is
What is the price of this call option?
Please round your answer to the nearest three decimals ie
margin of error
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