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What is the call option premium given the following information? Stock price $50 Call strike price $45 Volatility (std dev) 15% Time (years) .25 Risk-free

What is the call option premium given the following information?

Stock price $50

Call strike price $45

Volatility (std dev) 15%

Time (years) .25

Risk-free rate 2.00%

Dividend yield 0%

a. $4.86

b. $5.04

c. $5.16

d. $5.34

e. $5.50

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