What would be the price of a six-month European call option on a non-dividend-paying stock when the
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What would be the price of a six-month European call option on a non-dividend-paying stock when the stock price is $120, the strike price is $150. and the risk-free interest rate is 6% per year? Assume a volatility of 45% for this stock.
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Mehwish Aziz
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