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Consider an option on a non-dividend paying stock when the stock price is $40, the strike price of $38, the risk-free interest rate is 10%

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Consider an option on a non-dividend paying stock when the stock price is $40, the strike price of $38, the risk-free interest rate is 10% per annum, the volatility is 35% per annum, and the time to maturity is five months. (1) What is the price of the option if it is a European call? (2) What is the price of the option if it is a European put? vilo or s

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