The current stock price of KMW is $27, the risk-free rate of return is 4%, and the

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The current stock price of KMW is $27, the risk-free rate of return is 4%, and the standard deviation is 30%. What is the price of a 63-day call option with an exercise
price of $25?
A. $2.50
B. $2.65
C. $2.89
D. $3.12
E. None of the above

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College Mathematics For Business Economics, Life Sciences, And Social Sciences

ISBN: 978-0134674148

14th Edition

Authors: Raymond Barnett, Michael Ziegler, Karl Byleen, Christopher Stocker

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Posted Date: Feb 05, 2024 10:41 AM

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The current stock price of KMW is $27, the risk-free rate of return is 4%, and the

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College Mathematics For Business Economics, Life Sciences, And Social Sciences

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