What is the price of the call standard deviation of stock

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Reference no: EM131524306

A call option has an exercise price of $60 and matures in three months. The current stock price is $64, and the risk-free rate is 5 percent per year, compounded continuously. What is the price of the call the standard deviation of the stock is 0 percent per year? (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)

Reference no: EM131524306

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