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1. What is the value of the following call option according to the Black Scholes Option Pricing Model? What is the value of the put

1. What is the value of the following call option according to the Black Scholes Option Pricing Model? What is the value of the put options?

Stock Price = $42.50

Strike Price = $45.00

Time to Expiration = 3 Months = 0.25 years.

Risk-Free Rate = 3.0%.

Stock Return Standard Deviation = 0.45.

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