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= Exercise 5.1 Suppose you pay 10 to buy a call option on a given security with strike price K= 100 and exercise time T
= Exercise 5.1 Suppose you pay 10 to buy a call option on a given security with strike price K= 100 and exercise time T = 2. Assuming a continuously compounded nominal annual interest rate of 6 percent, find your return from this investment if the price of the security at time 2 is 120
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