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A stock trades for $ 4 3 per share. A call option on that stock has a strike price of $ 5 5 and an

A stock trades for $43 per share. A call option on that stock has a strike price of $55 and an expiration date twelve months in the future. The volatility of the stock's returns is 45%, and the risk-free rate is 5%. What is the Black and Scholes value of this option?
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