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When the non-dividend paying stock price is $25, the strike price is $25, the risk-free rate is 6%, the volatility is 20% and the time

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When the non-dividend paying stock price is $25, the strike price is $25, the risk-free rate is 6%, the volatility is 20% and the time to maturity is 3 months. Which of the following is the price of a European call option on the stock ? A. 24.6N(0.2)25N(0.1) B. 24.6N(0.1)25N(0.2) C. 25N(0.1)24.6N(0.2) D. 25N(0.2)24.6N(0.1)

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