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2. Black-Scholes Model (LO2, CFA2) What is the value of a call option if the underlying stock price is $81, the strike price is $90,

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2. Black-Scholes Model (LO2, CFA2) What is the value of a call option if the underlying stock price is $81, the strike price is $90, the underlying stock volatility is 50 percent, and the risk-free rate is 3 percent? Assume the option has 60 days to expiration

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