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A stock is currently priced at $64 and has an annual standard deviation of 44 percent. The dividend yield of the stock is 3.1 percent,

A stock is currently priced at $64 and has an annual standard deviation of 44 percent. The dividend yield of the stock is 3.1 percent, and the risk-free rate is 6.1 percent. What is the value of a call option on the stock with a strike price of $61 and 47 days to expiration

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