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A call option on a stock expires in 4 months with a strike price of 75. The price of the stock is 80, and the

A call option on a stock expires in 4 months with a strike price of 75. The price of the stock is 80, and the interest rate is 4 percent. Graph the value of this option as the standard deviation of the underlying stock goes from 10 to 50 percent.

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