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The price of a European call option on a non-dividend paying stock is $5.26. Which of the following is the price of an American call

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The price of a European call option on a non-dividend paying stock is $5.26. Which of the following is the price of an American call option on the same stock with the same strike price and maturity as that of the European call option? The strike price is $60, the interest rate is 8%, and the time to maturity is 9 months. O a. $6.38 O b. $4.16 O c. $2.73 O d. Since the volatility of the stock is not given, the given information is insufficient to find the price of the American call option. O e. None of the given choices is correct

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