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What is the price of a $35 strike call? Assume S = $38.25, o = 0.25, r = 0.06, the stock pays no dividend and

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What is the price of a $35 strike call? Assume S = $38.25, o = 0.25, r = 0.06, the stock pays no dividend and the option expires in 1 month. $2.50 $3.75 O $3.83 O $3.54

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