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The current price of a non - dividend - paying stock is $ 3 0 . Over the next six months it is expected to
The current price of a nondividendpaying stock is $ Over the next six months it is expected to rise to $ or fall to $ Assume the riskfree rate is zero. An investor sells call options with a strike price of $ What is the value of this call option?
a $
b $
c $
d $
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