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Consider a European call option with a strike price of $52.5 and maturity of 11.0...

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Consider a European call option with a strike price of $52.5 and maturity of 11.0 months. The underlying stock price equals 75. The continuously compounded risk- free rate is 8.0 percent per year. What is the lower bound on the option value? 0 26.212 0 26.405 O 22.846 o 22. 628 O 22.5

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