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For a European 3-month call option, you are given: (1) The price of the underlying stock is 50. (2) The strike price is 48. (3)

For a European 3-month call option, you are given:

(1) The price of the underlying stock is 50.

(2) The strike price is 48.

(3) The stock pays no dividends.

(4) =0.25=0.25.

(5) r=0.06r=0.06.

Calculate the elasticity of the call option.

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