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(a) Suppose the current stock price is $25, the strike price is $65, the variance of the stock is 0.4, and the risk-free rate is

(a) Suppose the current stock price is $25, the strike price is $65, the variance of the stock is 0.4, and the risk-free rate is 0.07. If the option has six months to expiration. (i) ...

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