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Current stock price = $50; strike = $60; time to maturity = 6 months; annual volatility of returns = 50%; annual risk-free interest rate =

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Current stock price = $50; strike = $60; time to maturity = 6 months; annual volatility of returns = 50%; annual risk-free interest rate = 3%. What is the price a call contract in $. A. $3.93 B. $402 C. $4.02 D. $393

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