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Great Edventure stock is at $800. The return has an annualized volatility (sigma) of 70%. IT pays no dividend and we are given a zero

Great Edventure stock is at $800. The return has an annualized volatility (sigma) of 70%. IT pays no dividend and we are given a zero interest rate. Compute the Black-Merton-Scholes value on a 6-month European call option onGreat adevtnrue with a strike price at $1000.

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