European call option on a non-dividend-paying stock

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Reference no: EM131023208

What is the price of a European call option on a non-dividend-paying stock when the stock price is 65, the strike price is $60, the risk-free interest rate is 12% per annum, the volatility is 30% per annum, and the time to maturity is three months?

Reference no: EM131023208

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