Assume S = $60, K = $65, ? = 0.15, r = 0.05, T - t = 122 days, div = 0.015, and a jump probability = 0.003. What is the value of a call?
A) $0.67
B) $1.67
C) $2.67
D) $3.67
A
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a. True b. False
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a. True b. False Indicate whether the statement is true or false