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A call option has a strike price of 30 in dollars, and a time to expiration of 0.1 in years. If the stock is trading
A call option has a strike price of 30 in dollars, and a time to expiration of 0.1 in years. If the stock is trading for 85 dollars, N(d1) = 0.5, N(d2) = 0.4, and the risk free rate is0.04, what is the value of the call option?
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