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(i) The stock price is $85. (ii) The strike price is $80. (iii) The call option will expire in one year (iv) The continuously compound

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(i) The stock price is $85. (ii) The strike price is $80. (iii) The call option will expire in one year (iv) The continuously compound risk-free interest rate is 5.5% (vi) The stock pays no dividends Calculate the volatility of this call option. Hint: 1.39

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