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A stock currently selling for $15 has a call option with an exercise price of $20 and an expiry date in 3 months. The standard

A stock currently selling for $15 has a call option with an exercise price of $20 and an expiry date in 3 months. The standard deviation of the stock is 0.4 and the risk free rate is currently 3% . What is the value of the call option?

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