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Consider the following information: Current price of the stock, P=$75 Time until the option expires, t=6 months Standard deviation of the rate of return on

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Consider the following information: Current price of the stock, P=$75 Time until the option expires, t=6 months Standard deviation of the rate of return on the stock, =0.14 Strike price of the option, X=$80 Risk-free interest rate, rRF=4% Using the Black-Scholes option pricing model, determine the value of the call option.Round your answer to the nearest cent

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