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A stock is currently selling for $37.50 a share. The risk-free rate is 6 percent and the standard deviation is 18 percent. What is the

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A stock is currently selling for $37.50 a share. The risk-free rate is 6 percent and the standard deviation is 18 percent. What is the value of dy of a 3-month call option with a strike price of $35.00? (Do not round intermediate calculations.) 0.6449 0.7983 0.9783 0.8583 0.7383

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