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Help thanks 23 (12/115) + C +0.5.1994)x 0:15] - , 5.74 Vost- 1 9) DEF Stock has a current price of $52.50, standard deviation of

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23 (12/115) + C +0.5.1994)x 0:15] - , 5.74 Vost- 1 9) DEF Stock has a current price of $52.50, standard deviation of 25%, beta of 1.25, and expected return of 20%. A DEF Call option has a strike price of $50, 2 months remaining until expiration, N[d,)=0.7293, N(D2)=0.6945, Bp=34.45, and a current price of $3.85. The continuously compounded (riskfree rate is 5%) What is the expected return to the call? 2 0. - 0 ) ( (529/50) filter 2497

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