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A stock currently trades for $120 per share. Call options are available with a strike price of $125. The options expire in one month. The

A stock currently trades for $120 per share. Call options are available with a strike price of $125. The options expire in one month. The annualized risk free rate is 3% and expected volatility for the stock is 0.35. Use Black Scholes option pricing model to calculate the price of the call option.

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