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Apply the Black-Scholes formula to the pricing of a 6-month call option with an exercise price of $85 on a stock with a current price

Apply the Black-Scholes formula to the pricing of a 6-month call option with an exercise price of $85 on a stock with a current price of $85. The standard deviation of the annual stock return is 32%. The 6-month interest rate is 2.5%.

$8.64
$8.98
$7.18
$6.45

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