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A stock is currently priced at $65 and has an annual standard deviation of 45 percent. The dividend yield of the stock is 1.9 percent
A stock is currently priced at $65 and has an annual standard deviation of 45 percent. The dividend yield of the stock is 1.9 percent and the risk-free rate is 2.4 percent. What is the value of a call option on the stock with a strike price of $62 and 35 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
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