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Stock ABC currently trades for $40. A call option on ABC stock has a striking price of $25 and expires in 5 months. The current

Stock ABC currently trades for $40. A call option on ABC stock has a striking price of $25 and expires in 5 months. The current risk-free rate is 6%, and ABC stock has a standard deviation of 0.2. According to the Black_scholes OPM, what should be the premium for this option? Find Delta and interpret it.

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