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Consider a 1-year European call option on a nondividend paying stock, that is currently trading for $72 per share. The continuously compounded risk-free rate is

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Consider a 1-year European call option on a nondividend paying stock, that is currently trading for $72 per share. The continuously compounded risk-free rate is 11%, the volatility is 31% per annum and the delta of this option is 0.085. Determine the strike price

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