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Problem 11 Intro The current price of a non-dividend-paying stock is $665 and the annual standard deviation of the rate of return on the

Problem 11 Intro The current price of a non-dividend-paying stock is $665 and the annual standard deviation of the rate of return on the stock is 44%. A European call option on the stock expires in 0.5 years. Its strike price is $600. The risk-free rate is 2% (continuously compounded). Part 1 What should be the price (premium) of the call option? 0+ decimals Submit Attempt 1/10 for 10 pts.

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