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A stock trades for $47 per share. A call option on that stock has a strike price of$51 and an expiration date nine months in

A stock trades for $47 per share. A call option on that stock has a strike price of$51 and an expiration date nine months in the future. The volatility of the stock's returns is

39%,and the risk-free rate is 2%

What is the Black and Scholes value of this option?

The Black and Scholes value of this call option is

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