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An analyst wants to use the Black-Scholes model to value call options on the stock of Heath Corporation based on the following data: The price

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An analyst wants to use the Black-Scholes model to value call options on the stock of Heath Corporation based on the following data: The price of the stock is $40. The strike price of the option is $39. The option matures in 3 months (t - 0.25). The standard deviation of the stock s returns is 0.40, and the valance s 016. The risk-free rate is 6%

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