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please show full working out 1. What is the price of a European call option with an exercise price of x = 40 and a

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1. What is the price of a European call option with an exercise price of x = 40 and a time to maturity T = 1/2 (in years) if the current stock price is 50 = 28, the instantaneous standard deviation of the return on the price is o = 1/2, and the risk-free rate is six percent, r = 0.06

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