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The price of a nondividendpaying stock is $200. The price of a call option on this stock is $9.50. You are given: - A =

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The price of a nondividendpaying stock is $200. The price of a call option on this stock is $9.50. You are given: - A = 0.5370 - F = 0.0172 - 9 = 0.1650, 6' is measured in days. Using the delta-gammatheta approximation, estimate the price of the call option two days later if the stock price changes to $195 at that time. 'Ch 4} O 9' .p. .p. @9@

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