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Assume a stock trades at $95, the volatility of the stock is 36%, and the risk-free interest rate is 4.2%. What is the price of

Assume a stock trades at $95, the volatility of the stock is 36%, and the risk-free interest rate is 4.2%. What is the price of a $86 strike call option expiring in 172 days? Please answer to 2 decimal places. Answer: 15.16

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