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a stock is now trading at RM40.00. The stock has a price volatility (standard deviation) of 30%. Calculate the fair value of a call option

a stock is now trading at RM40.00. The stock has a price volatility (standard deviation) of 30%.

Calculate the fair value of a call option using BSOPM based on the following information:

Maturity = 180 days

Interest rate (rf) = 12%

Exercise price = RM35.00

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