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The current price of a non-dividend-paying stock is $140. The (annualized) volatility of the stock return is 25%. The (annualized) risk-free rate is 4%. There

The current price of a non-dividend-paying stock is $140. The (annualized) volatility of the stock return is 25%. The (annualized) risk-free rate is 4%. There is a 3-month European call option and a 3...

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