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What is the price of a European call option on a non-dividend-paying stock when the stock price is $42, the strike price is $40, the
- What is the price of a European call option on a non-dividend-paying stock when the stock price is $42, the strike price is $40, the risk-free interest rate is 6% per annum, the volatility is 30% per annum, and the time to maturity is nine months? What is the price of an American call option on the stock in above? What is the price of a European put option on a non-dividend-paying stock when the stock price is $182, the strike price is $175, the risk-free interest rate is 6% per annum, the volatility is 35% per annum, and the time to maturity is six months?
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