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(20) (Black Scholes) A Call has an Exercise Price of $ 80, and stock price is $ 81. The option expires in 4 months, the

(20) (Black Scholes) A Call has an Exercise Price of $ 80, and stock price is $ 81. The option expires in 4 months, the interest rate is 3%, the company pays NO dividend. The N(d1) and N(d2) terms are given:: N1 = 0.5596 , and N2 = 0.4602 . COMPUTE the Black Scholes CALL price, showing your work.

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