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3. [2 points] A stock is currently priced at $92.50. A European call option available on the stock has a strike price of $90. Assume

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3. [2 points] A stock is currently priced at $92.50. A European call option available on the stock has a strike price of $90. Assume the risk-free rate is 6%. If the option matures in nine months, what is the value of the call option? Assume volatility is 18%

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