You own a call option on Jasper Co.that expires in one year.The exercise price is €42.50.The current price of the share is €56.00 and the risk-free rate of return is 3.5%.Assume that the option will finish in the money.What is the current value of the call option?
A) €13.04
B) €13.50
C) €13.97
D) €14.94
E) €15.46
Correct Answer:
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