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Homework 13 Saved A call option matures in six months. The underlying stock price is $41, and the stock's! return has a standard deviation of

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Homework 13 Saved A call option matures in six months. The underlying stock price is $41, and the stock's! return has a standard deviation of 28 percent per year. The risk-free rate is 4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option? Skipped Call option price References

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