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The continuously compounded riskfree rate is 5 what is the

DEF Stock has a current price of $52.50, standard deviation of 25%, beta of 1.25, and expected return of 20%. A DEF Call option has a strike price of $50, 2 months remaining until expiration, N(d1)=0.7293, N(d2)=0.6945, B0=34.45, and a current price of $3.85. The continuously compounded riskfree rate is 5%. What is the expected return to the call?

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