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BLACK-SCHOLES MODEL Assume that you have been given the following information on Purcell Industries: Current stock price = $15 Time to maturity of option =

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BLACK-SCHOLES MODEL Assume that you have been given the following information on Purcell Industries: Current stock price = $15 Time to maturity of option = 6 months Variance of stock price = 0.12 d2 = 0.08165 N(d)) = 0.53252 Exercise price of option = $15 Risk free rate = 10% di = 0.32660 N(di) = 0.62795 Using the Black-Schales Option Pricing Model, what is the value of the option

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