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A stock sells for $110. A call option on the stock has exercise price of $105 and expires in 43 days. Assume that the interest

A stock sells for $110. A call option on the stock has exercise price of $105 and expires in 43 days. Assume that the interest rate is 0.11 and the standard deviation of the stocks return is 0.25.

What is the call price according to the black-Scholes model?

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