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Cipla has a market price of Rs.890. The volatility on the share is 0.32; the riskfree interest rate is 5 percent. What would be the

Cipla has a market price of Rs.890. The volatility on the share is 0.32; the riskfree interest rate is 5 percent. What would be the price of the call with a strike price of Rs.880, if the expiry date is 20 days ahead? Assume there has not been any dividend announcement.? This is one of the questions for the assignment for annamalai Uty derivative mngnt, do you help me to find the solution

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