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The current spot price of a stock is $68 and the volatility of the stock is 14%. The risk-free rate is 2%. Compute the price

The current spot price of a stock is $68 and the volatility of the stock is 14%. The risk-free rate is 2%. Compute the price of a straddle on the stock with strike $70 and expiration in 1 year built from a European call and put.

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