Question: Problems: Problem 1 [4 points]: A one-month European call option on a non-dividend-paying stock is currently selling for $2.50. The stock price is $55, the

Problems: Problem 1 [4 points]: A one-month European call option on

Problems: Problem 1 [4 points]: A one-month European call option on a non-dividend-paying stock is currently selling for $2.50. The stock price is $55, the strike price is $50, and the risk-free interest rate is 6% per year. What opportunities are there for an entrepreneur

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