What is the value of a 1-year european call option with a, Financial Management

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What is the value of a 1-year european call option with a

A stock price is currently $45. Over each of the next 2 6-month periods it is expected to go up by 10% or down by 10%. The risk-free rate is 7% per annum with continuous compounding. What is the value of a 1-year European call option with a strike price of $50?

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