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annual risk free rate, continously compounded is 8% variance 9% year 0, call option is 50 with a closing value of 5. the stock is

annual risk free rate, continously compounded is 8% variance 9% year 0, call option is 50 with a closing value of 5. the stock is selling at 51 . on October 4 the option had 199 days to expiration. assess to go long the call option

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