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5. An analyst wants to use the Black-Scholes model to value call options on the stock of Ledbetter Inc. based on the following data: The

5. An analyst wants to use the Black-Scholes model to value call options on the stock of Ledbetter Inc. based on the following data: The price of the stock is $40. The strike price of the option is $40. The option matures in 3 months (t = 0.25). The standard deviation of the stock

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