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3. Suppose you are examining a call option that has an exercise price of $100. The current risk-free rate is 3% and the option expires

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3. Suppose you are examining a call option that has an exercise price of $100. The current risk-free rate is 3% and the option expires in 52 days. The underlying stock is currently selling for $98 and pays a dividend yield of 5%. The underlying volatility is 35%. a. Given all of this, what is the price of the call option? (10 pts) b. What is the call option delta? (10 pts)

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