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Current share price is $35.00 Exercise price $35.00 in 1 years' time. Risk free rate of interest is 10% p.a. Standard deviation of rate of

Current share price is $35.00 Exercise price $35.00 in 1 years' time. Risk free rate of interest is 10% p.a. Standard deviation of rate of return on share is 20% a) What is the value of a call ...

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