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What is the price of a European call option on the stock of Company Z when the stock price is $40, the strike price is
What is the price of a European call option on the stock of Company Z when the stock price is $40, the strike price is $35, the risk-free rate is 6% continuously compounded, the volatility is 30%, and the time to maturity is six months? Company Z is not expected to pay any dividends between now and the expiry date
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