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Please help I. A stock currently sells for $45. The exercise price on a call option with 9 months unti what is the price of

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I. A stock currently sells for $45. The exercise price on a call option with 9 months unti what is the price of the call option? 3. Changing the assumed volatility to 025 4, Changing the risk-free rate to 4.0% d. Why should you not be surprised that it is worth so much more? Suppose there are only two possible future states of the world. In state 1 the stock price rises by 50%. In state 2, the stock price drops by 25%. The current stock price se-ssoracall option has an exercise price of$50 and the risk-free rate (r) for the period is 5%

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