What is the price of the call if the standard deviation

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A call option has an exercise price of $55 and matures in three months. The current stock price is $63, and the risk-free rate is 4 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is 0 percent per year? (Round your answer to 2 decimal places. (e.g., 32.16))

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Reference no: EM13918807

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