URGENT EASY QUESTION PLEASE finance (no much time left please help i’ll do anything)




Consider a stock currently priced at $150. One period later it can go up to $180, an increase of 20 percent, or down to $105, a decrease of 30 percent. Assume a call option with an exercise price of $150. The risk-free rate is 10 percent. Use one binomial period. Find the value of European call at expiration one period later? And also Calculate the hedge ratio?

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