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A stock currently trades for $110 per share. Call options on the stock are available with a strike price of $115. The options expire in

A stock currently trades for $110 per share. Call options on the stock are available with a strike price of $115. The options expire in 20 days. The annual risk free rate is 4% and the expected standard deviation is 0.40.

Find the value of a call option using the Black-Scholes option pricing model (Assume 365 days per year)

		2.51
		5.77
		3.16
		4.42

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