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You Need to Find the Price of a European Call

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You need to find the price of a European call option on a stock that does not pay dividends.The current price of the shares are $50 and the strike price on the option is $50.The expiration date is 3 months from now and the risk-free rate applicable is 10% per annum.If the standard deviation of the returns on the stock is 20%,what is the price of a single call option?


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