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Assume that you have been given the following information on Purcell Industries' call options: Currentstockprice=$12Timetomaturityofoption=3monthsVarianceofstockreturn=0.12d1=0.17321d2=0.00000Strikepriceofoption=$12Risk-freerate=6%N(d1)=0.56875N(d2)=0.50000 provided in the problem statement for your calculations. $

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Assume that you have been given the following information on Purcell Industries' call options: Currentstockprice=$12Timetomaturityofoption=3monthsVarianceofstockreturn=0.12d1=0.17321d2=0.00000Strikepriceofoption=$12Risk-freerate=6%N(d1)=0.56875N(d2)=0.50000 provided in the problem statement for your calculations. $

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