.consider that a call option on non-dividend paying stock , where the stock price is...
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.consider that a call option on non-dividend paying stock , where the stock price is $49 the strike price is $50 , the risk free rate is 5% , time to maturity is 20 weeks ( = 0.3846 years ) , and the volatility is 20% . if the stock price increase by 10 cents, how much the call price will increase ?
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