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The current stock price of KMW is $27, the risk-free rate of return is 4%, and the standard deviation is 30%. What is the price

The current stock price of KMW is $27, the risk-free rate of return is 4%, and the standard deviation is 30%. What is the price of a 63-day call option with an exercise price of $25? A. $2.50 B. $2.65 C. $2.89 D. $3.12 E. None of the above

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