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Intro The current price of a non-dividend-paying stock is $670 and the annual standard deviation of the rate of return on the stock is 48%.

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Intro The current price of a non-dividend-paying stock is $670 and the annual standard deviation of the rate of return on the stock is 48%. A European call option on the stock expires in 0.5 years. Its strike price is $690. The risk-free rate is 5% (continuously compounded). Part 1 Attempt 1/3 for 10 pts. What should be the price (premium) of the call option

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