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A stock is currently trading at 36$/share, has annual volatility of 17% and pays no dividends. The risk-free rate is 6% p.a. continuously compounded and

A stock is currently trading at 36$/share, has annual volatility of 17% and pays no dividends. The risk-free rate is 6% p.a. continuously compounded and an option trader writes a three-month call which is $4 out-of-the money. What should be the price of this call? What should be the price of this call as a percentage of the current stock price?

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