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A stock trades for $45 per share. A call option on that stock has a strike price of $52 and an expiration date nine months

A stock trades for $45 per share. A call option on that stock has a strike price of $52 and an expiration date nine months in the future. The volatility of the stock's returns is 32%, and the risk-free rate is 3%. What is the Black and Scholes value of this option?image text in transcribed

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