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Consider valuing a call option on a stock which pays no dividends. The option has 6 months to expiration, the risk-free rate is 1% per
Consider valuing a call option on a stock which pays no dividends. The option has 6 months to expiration, the risk-free rate is 1% per annum, the stock currently trades at $533, the exercise price is $600 and the volatility is estimated to be 30% per annum.
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