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3) A call option on a stock expires in 5 months with a strike price of 85. The price of the stock is 83, and

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3) A call option on a stock expires in 5 months with a strike price of 85. The price of the stock is 83, and the interest rate is 2 percent. Graph the value of this option as the standard deviation of the underlying stock goes from 20 to 60 percent. 3) A call option on a stock expires in 5 months with a strike price of 85. The price of the stock is 83, and the interest rate is 2 percent. Graph the value of this option as the standard deviation of the underlying stock goes from 20 to 60 percent

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