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2.2 For a European call option on a within the Black-Scholes framework. Consider the stock price of R80, call option will expire in one year,

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2.2 For a European call option on a within the Black-Scholes framework. Consider the stock price of R80, call option will expire in one year, the strike price is R80, the con- tinuously compounded risk-free interest rate is r= 0.055, the stock pays no dividends and o =0.50. Calculate the volatility of this call option

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