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Calculate the value of a call option for the following stock using the Black-Scholes formula: Time to expiration 6 months Standard deviation 49per year Exercise

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Calculate the value of a call option for the following stock using the Black-Scholes formula: Time to expiration 6 months Standard deviation 49per year Exercise price $64 Stock price $60 Annual interest rate 58 Dividend 0 (Enter your intermediate naswers in the boxes below rounded to 4 decimal places.) d, dz Nid.) N(d)

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