A call option matures in six months. The underlying stock price is $70 and the stocks return
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A call option matures in six months. The underlying stock price is $70 and the stock’s return has a standard deviation of 20 percent per year. The risk-free rate is 4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option?
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Muhammad Umair
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Related Book For 
Fundamentals of Investments, Valuation and Management
ISBN: 978-1259720697
8th edition
Authors: Bradford Jordan, Thomas Miller, Steve Dolvin
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