he price of Cilantro, Incorporated, stock will be either $55 or $75 at the end of the year. Call options are available with one year to expiration. T-bills currently yield 5 percent.   Suppose the current price of the company's stock is $60. What is the value of the call option if the exercise price is $45 per share? Suppose the exercise price is $60 in requirement 1. What is the value of the call option now?

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