The stock price is currently $55. It is known that at the end of six months it will be either $60 or $42. The risk-free rate of interest with continuous compounding is 12% per annum. Calculate the value of a six-month European call option on the stock with an exercise price of $48 in two ways: (1) construct a portfolio of shares and options and use the no-arbitrage argument (2) solve for the value of p. Verify that they give the same answers.
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Ответ:
A)it contains vitamins. Is the answer
Explanation: