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A call option matures in 3 months. The underlying stock price is $60 and the standard deviation of stocks return is 10% per year. The

A call option matures in 3 months. The underlying stock price is $60 and the standard deviation of stocks return is 10% per year. The risk-free rate is 4% per annum. The exercise price is zero. What is the price of the call option?

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