Suppose a call option on stock XYZ with a strike price of $50 and an expiration date
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Question:
Suppose a call option on stock XYZ with a strike price of $50 and an expiration date in three months is selling for $4.50. The current stock price is $55, and the risk-free interest rate is 2% per annum. Calculate the option's time value and intrinsic value.
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