Given the risk-free rate is 6 per annum with continuous, Financial Management

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Given the risk-free rate is 6 per annum with continuous

A stock price is currently $800. It is known at the end of two months, it will either be $850 or $750.

Given the risk-free rate is 6% per annum with continuous compounding, what is the value of a two-month European call option with a strike price of $770?

approx. $55

approx. $52

approx. $49

approx. $46

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