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9. Calculate the value of a six-month call option assuming.+ (i) Current price is $66.+ (ii)Strike price is $64.+ (iii) Risk-free interest rate is 4%

9. Calculate the value of a six-month call option assuming.+ (i) Current price is $66.+ (ii)Strike price is $64.+ (iii) Risk-free interest rate is 4% per annum. (iv) The volatility (a2) is 20% per annum.+

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