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A stock trades for 46$ per share. A call option on that stock has a strike price of 51$ and an expiration date 9 months

A stock trades for 46$ per share. A call option on that stock has a strike price of 51$ and an expiration date 9 months in the future. The volatility of the stock's returns is 47%, and therisk-free rate is 6%. What is the Black and Scholes value of thisoption?

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