Calculate the price of a 6-month European call option on a non-dividend paying stock with a strike price of $50 when the current stock price is $50, the risk-free rate is 10% per annum, and the volatility is 30% per annum Give typing answer with explanation and conclusion

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Treasury Market

On-the-run securities are the most recently issued securities in the market depth and are therefore traded at some premium. The off-the-run securities are the ones issued just before the most recent ones. The on-the-run securities have a lower yield to the investor than the off-the-run securities.