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please help me with it step by step(explain by functions) If the risk-free rate is currently 2 per cent and the share return volatility (variance)

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please help me with it step by step(explain by functions)

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If the risk-free rate is currently 2 per cent and the share return volatility (variance) of Hill's ordinary shares was 5.00 per cent per annum, what would be the traded price of the Hill call option? (20')

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