Call option matures-what is the price of call option

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A call option matures in six months. The underlying stock price is $77, and the stock’s return has a standard deviation of 27 percent per year. The risk-free rate is 5.4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option? (Omit the "$" sign in your response.)

Price of the call option $

Reference no: EM131561432

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