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A stock is currently priced at $15. A call option with an expiration of one year has an exercise price of $6. The risk-free rate

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A stock is currently priced at $15. A call option with an expiration of one year has an exercise price of $6. The risk-free rate is 4 percent per year, compounded continuously, and the standard deviation of the stock's return is infinitely large. What is the price of the call option? 6.00 0.54 None of these choices 9.47 15.00

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