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(5 points) What is the intrinsic value of a call option with the following characteristics? Stock price = $50 Exercise price = $46 Risk-free rate

(5 points) What is the intrinsic value of a call option with the following characteristics?

Stock price = $50

Exercise price = $46

Risk-free rate = 6%

Maturity = 3 months

Standard deviation = 54% per year

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