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Asian call option with strike equal to 100. Find the price of an Asian 2 month...

Asian call option with strike equal to 100. Find the price of an Asian 2 month option on a stock that currently trades at 100$ and its price will go up in each month by 40% with probability of 3/5, and will go down by 30% with probability of 2/5. The payoff of the Asian option is determined by the average underlying price over the period after buying option and the time of exercise. 1-month risk-free rate is 2%
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St Stoike price of ophon=100 Current price of option = $100 Price of Asian option= $100+40%X3 (Chance of occurence) - (end of

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