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Question 4 1 pts When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6% per year with

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Question 4 1 pts When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6% per year with continuous compounding, the volatility is 30% and the time to maturity is 3 months which of the following is the price of a European call option on the stock? 19.7N(0.175)-20N(0.025) 19.7N(0.025)-20N(0.175) 20N(0.175)-19.7N(0.025) 20N(0.025)-19.7N(0.175)

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