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A stock is currently priced at $56. A call option with an expiration of one year has an exercise price of $61. The risk-free rate

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A stock is currently priced at $56. A call option with an expiration of one year has an exercise price of $61. The risk-free rate is 11 percent per year, compounded continuously, and the standard deviation of the stocks return is infinitely large. What is the price of the call option? Price of the call option

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