A call option matures in six months the underlying stock, Ask an Expert

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A call option matures in six months. The underlying stock price is $80, and the stock's return has a standard deviation of 33 percent per year. The risk-free rate is 5 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option?

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Financial Management, Finance

Category:- Financial Management
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