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consider a European call option with the following data: the company does not pay dividends. The standard deviation(volatility) is 0.34 per year. The risk-free rate

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consider a European call option with the following data: the company does not pay dividends. The standard deviation(volatility) is 0.34 per year. The risk-free rate is 0.32 Stock has a current price of 90 $ Using the Black-Scholes formula, what is the price for 88 days European call option on with a strike price of 4357 (Not round each answer to 4 digit decimal place)

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