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A call option has an exercise price of ( $ 58 ) and matures in 6 months. The current stock price is ( $ 66
A call option has an exercise price of \\( \\$ 58 \\) and matures in 6 months. The current stock price is \\( \\$ 66 \\), and the risk-free rate is 52 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is 0 percent per year? (Do not round intermediate calculations. Round your answer to 2 decimal places.)
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