The standard deviation of the stocks return is infinitely, Financial Management

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The standard deviation of the stocks return is infinitely

A stock is currently priced at $59. A European call option with an expiration of one year has an exercise price of $64. The risk-free rate is 8 percent per year, compounded continuously, and the standard deviation of the stock’s return is infinitely large. What is the price of the European call option? (Omit the "$" sign in your response.)

Price of the European call option $

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