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A non-dividend paying stock follows a lognormal model. The current stock price is 100. The stocks continuously compounded expected rate of return is 0.1, and

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A non-dividend paying stock follows a lognormal model. The current stock price is 100. The stocks continuously compounded expected rate of return is 0.1, and its volatility is 0.2. A European call option on the stock expiring in one year has strike price 100. Calculate the expected payoff on the call option

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