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A stock trades for $42 per share.A call option on that stock has a strike price of $52 and an expiration date twelve months in

A stock trades for $42 per share.A call option on that stock has a strike price of $52 and an expiration date twelve months in the future.The volatility of the stock's returns is 36%, and the risk-free rate is 66%.What is the Black and Scholes value of this option?

The Black and Scholes value of this call option is $_________

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