What is the risk-neutral value of the call option, Financial Management

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What is the risk-neutral value of the call option

Problem

Risk-Neutral Valuation A stock is currently priced at $? The stock will either increase or decrease by 16 percent over the next year. There is a call option on the stock with a strike price of$75 and one year until expiration. If the risk-free rate is 8 percent. What is the risk-neutral value of the call option?

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