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Hi. i'm struggling with this question. please help its for practise. Assume the current price of a stock is R43 and the volatility is 0.2.

Hi. i'm struggling with this question. please help its for practise.

Assume the current price of a stock is R43 and the volatility is 0.2. Assume the stock is not expected to pay dividends during the next 6 months. Assume the risk-free interest rate is 10% pa. The Black-Scholes model suggests that the price of a 6 month European call option on the stock where the exercise price of the option is R40 is?

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