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According to the Black-Scholes option pricing model, what is the options value? Assume that you have been given the following information on Purcell Industries: $15

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According to the Black-Scholes option pricing model, what is the options value?

Assume that you have been given the following information on Purcell Industries: $15 Strike price of option Risk-free rate = 6% Current stock price = $15 Time to maturity of option-6 months Variance of stock return 0.12 d1 0.24495 d2 0.00000 N(d) 0.59675 N(da) = 0.50000

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