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A call option matures in six months. The underlying stock price is $81, and the stock's return has a standard deviation of 35 percent per

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A call option matures in six months. The underlying stock price is $81, and the stock's return has a standard deviation of 35 percent per year. The risk-free rate is 5 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option? Call option price $

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