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The current price of a non-dividend paying stock is $75 and the continuously compounded risk-free rate is 9.98%. If the profit from a 6- month

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The current price of a non-dividend paying stock is $75 and the continuously compounded risk-free rate is 9.98%. If the profit from a 6- month straddle is $3.25 when the stock price is $65, what is the price of the call option in the straddle? O a. $5.10 O b. $4.90 O c. $5.30 O d. $4.80 Oe. $5.20

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