Determine price of one year up-output with barrier-strike

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You are given that a stock has current value of 34 and has a dividend rate of \delta= 0.02. The risk free rate is 0.05. You are given that the price of a one year call with strike 35 is 2.12. You also know the price of a one year up and input with barrier 37 and strike 35 is 1.56. Determine the price of a one year up and output with barrier 37 and strike 35.

Reference no: EM13878442

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