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A call option has an exercise price of $40 and matures in three months The current stock price is $41, and the riskfree rate is
A call option has an exercise price of $40 and matures in three months The current stock price is $41, and the riskfree rate is 4 percent per year, compounded continuously What is the price of the call if the standard deviation of the stock is 0 percent per year?
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Fundamentals of Investments Valuation and Management
Authors: Bradford D. Jordan, Thomas W. Miller
5th edition
978-007728329, 9780073382357, 0077283295, 73382353, 978-0077283292
