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A stock has a market price of $25 and a standard deviation of returns of 24 percent. The $25 call option matures in 4 months
A stock has a market price of $25 and a standard deviation of returns of 24 percent. The $25 call option matures in 4 months and the risk-free rate is 2.89 percent. N(d1) is .555198 and N(d2) is .500096. What is the value of the call option per share of stock?
$1.71
$2.16
$1.86
$1.50
$1.62
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