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The Amazon stock price is currently $200. The quarterly compounding risk-free interest rate is 4% per annum. it is believed that the Amazon stock will

The Amazon stock price is currently $200. The quarterly compounding risk-free

interest rate is 4% per annum. it is believed that the Amazon stock will have an expected return of 10% with volatility of 25% per year.

What is the value of a 3-month European call option on the Amazon stock with a strike price of $200?

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