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Munya company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not

Munya company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not pay dividend. The risk free rate is 2.5 percent. Munya has 40percent standard deviation. What is the call option premium?

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