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A stock is currently priced at $43. A call option with an expiration of 1 year has an exercise price of $45. The risk-free rate

A stock is currently priced at $43. A call option with an expiration of 1 year has an exercise price of $45. The risk-free rate is 4 percent per year, compounded continuously, and the standard deviation of the stocks return is infinitely large. What is the price of the call option?

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