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Intro The current price of a non-dividend-paying stock is $638 and the annual standard deviation of the rate of return on the stock is 36%.

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Intro The current price of a non-dividend-paying stock is $638 and the annual standard deviation of the rate of return on the stock is 36%. A European call option on the stock has a strike price of $670 and expires in 0.5 years. The risk-free rate is 2% (continuously compounded). Part 1 IB | Attempt 1/3 for 10 pts. What should be the price (premium) of the call option? + decimals Submit

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