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. On a financial market, a stock is traded at a price of shs 240. The stock has an annual volatility of 25%. Call options

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. On a financial market, a stock is traded at a price of shs 240. The stock has an annual volatility of 25%. Call options on the stock with an exercise price of shs 250, and a time to maturity of 1 year are also traded. The risk free rate of interest is 6%. Calculate the price of the option

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