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A call option with X=$120 expires in half a year. The underlying stock's current price is $130 and its standard deviation is 35%. What is
A call option with X=$120 expires in half a year. The underlying stock's current price is $130 and its standard deviation is 35%. What is the Black-Scholes price of the call if the risk free rate is 2%? (Enter your answer rounded to two digits.)
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