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The price of a stock is $90. The risk premium of the stock is 7%. A European option on the stock has a premium of

The price of a stock is $90. The risk premium of the stock is 7%. A European option on the stock has a premium of $11 and a delta of 0.55. The volatility of the option is 157.5%. Calculate the Sharpe ratio of the option. .0 O H P C 4:. 0.22 >

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