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A stock is currently priced at $ 6 7 and has an annual standard deviation of 4 7 percent. The dividend yield of the stock

A stock is currently priced at $67 and has an annual standard deviation of 47 percent. The dividend yield of the stock is 3.4 percent, and the risk-free rate is 6.4 percent. What is the value of a call option on the stock with a strike price of $64 and 53 days to expiration?

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