Question: 5.6. What is a lower bound for the price of a six-month call option on a non-dividend-paying stock when the stock price is $80, the

5.6. What is a lower bound for the price of a six-month call option on a non-dividend-paying stock when the stock price is $80, the strike price is $75, and the risk-free interest rate is 10% per annum?

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