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You would like to practice your knowledge of investment and quantitative methods for finance, so you found two call options A and B, both options

You would like to practice your knowledge of investment and quantitative methods for finance, so you found two call options A and B, both options sell in the market for $6, for an underlying stock which currently sells at $15. Both options mature in six months, and the risk free rate is 10% and a variance of 4%. Upon maturity, you can exercise option A for $10, and option B for $20.

Which option you choose to buy? Explain your answer.

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