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Home / Questions / Suppose Shinra stock price rises or falls with equal probability by $30 each month

Suppose Shinra stock price rises or falls with equal probability by $30 each month

Suppose Shinra's stock price rises or falls with equal probability by $30 each month, starting where it ended the previous month. What is the expected benefit of a three-month at-the-money European call option on Shinra's stock if the stock is priced at $100 when the option is purchased? Enter your answer to the nearest penny (2 decimal places).

Jan 31 2020 View more View Less

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