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A call option has an exercise price of $67 and matures in 3 months. The current stock price is $75, and the risk-free rate is
A call option has an exercise price of $67 and matures in 3 months. The current stock price is $75, and the risk-free rate is 6.4 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is O percent per year? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call price
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