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All else constant, which one of the following situations will produce the highest call price given a strike price of $27.50? $25 stock price; 15

All else constant, which one of the following situations will produce the highest call price given a strike price of $27.50?

$25 stock price; 15 percent standard deviation

$25 stock price; 30 percent standard deviation

$30 stock price; 15 percent standard deviation

$30 stock price; 30 percent standard deviation

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