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Suppose a non-dividend paying stock, with a volatility of 40%(=0.4) is trading at $100(S=100). The continuously compounded one-year risk-free rate is 4%. What is the

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Suppose a non-dividend paying stock, with a volatility of 40%(=0.4) is trading at $100(S=100). The continuously compounded one-year risk-free rate is 4%. What is the Black-Scholes price for the one year at-the-money European call (T=1 and K=100 )? Show your work

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