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Suppose the annually compounded risk free rate is 5% for all maturities. A non-dividend paying common stock is trading at $100. Suppose you are considering

Suppose the annually compounded risk free rate is 5% for all maturities. A non-dividend paying common stock is trading at $100. Suppose you are considering a European call option with a strike price of $110. What is the time to maturity of this option where the boundry condition begins to be nonzero?

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