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A stock trading at $ 4 8 has a volatility of 2 7 percent. The continuously compounded risk - free rate is 5 percent. A
A stock trading at $ has a volatility of percent. The continuously compounded riskfree rate is percent. A dividend of $ is expected in months, and no other dividends are expected during the next months.
Price a European call written on this stock with an exercise price of $ and a time to maturity of one year.
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