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Calculate the value of a call option for the following stock using the Black-Scholes formula: Time to expiration Standard deviation Exercise price Stock price Annual

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Calculate the value of a call option for the following stock using the Black-Scholes formula: Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 491 per yan $64 $60 58 0 (Enter your intermediate naswers in the boxes below rounded to 4 decimal places.) d dz N(d) Nd)

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