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The current stock price is 100. It pays a 5% continuous dividend yield. Its volatility is 25%. The risk-free interest rate is 2.5% flat. Use

The current stock price is 100. It pays a 5% continuous dividend yield. Its volatility is

25%. The risk-free interest rate is 2.5% flat. Use the closed-form results from BSM theory

to compute the price, delta, theta, and vega for a perpetual American style call option with strike 140.

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