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-4: The stock price 3 months from the expiration of a European option is $117, the exercise price of the option is $67, the dividend

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-4: The stock price 3 months from the expiration of a European option is $117, the exercise price of the option is $67, the dividend yield is 6% per annum, the risk-free interest rate is 4% per annum, and the volatility is 13% per annum. Use the Black-Scholes-Merton formula to find the price of this call option (A) 52.92 (B) 48.92 (C) 51.92 (D) 50.92 (E) 49.92 4 Select

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