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Consider the following data :Stock price: Rs . 1 0 0 Months to expiration = 3 monthsRisk - free rate of interest = 1 0

Consider the following data :Stock price: Rs.100Months to expiration =3 monthsRisk-free rate of interest =10% p.a.Standard deviation of stock =40%Exercise price = Rs.110Option type = European callCalculate the value of call option as per Black-Scholes Model.

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