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A stock is currently priced at $67 and has an annual standard deviation of 47 percent. The dividend yield of the stock is 2.4 percent

image text in transcribed A stock is currently priced at $67 and has an annual standard deviation of 47 percent. The dividend yield of the stock is 2.4 percent and the risk-free rate is 4.4 percent. What is the value of a call option on the stock with a strike price of $64 and 53 days to expiration? Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places

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