The ordinary shares of Winssonis currently priced at €52.50 a share.One year from now,the share price is expected to be either €54 or €60 a share.The risk-free rate of return is 4%.What is the value of one call option on Winsson share with an exercise price of €55?
A) €0.39
B) €0.41
C) €0.45
D) €0.48
E) €0.51
Correct Answer:
Verified
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