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Business, 23.05.2020 17:59 johndoesnutz4690

The current price of a non-dividend paying stock is $40. A European call option with three months maturity and strike $38 is priced at $2. The risk free rate of interest for three months is 2%. which of the following statements is correct?

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The current price of a non-dividend paying stock is $40. A European call option with three months ma...
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