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A stock price has an expected return of 12% and a volatility of 25%. The current price is $28. What is the price of European

A stock price has an expected return of 12% and a volatility of 25%. The current price is $28. What is the price of European call option with an exercise price of $30 and a maturity date in six-months? Assume that risk free interest rate is 6%.

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