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ABC Systems pays no dividends and has a current stock price of $10 per share. If its returns have a volatility of 40% and the
ABC Systems pays no dividends and has a current stock price of $10 per share. If its returns have a volatility of 40% and the risk-free rate is 5%, what portfolio would you hold today to replicate a one-year at-the-money call option on the stock
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