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I am now exams A non-dividend-paying stock is currently trading at USD 40 and has an expected return of 12% per year. Using the Black-Scholes-Merton

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I am now exams

A non-dividend-paying stock is currently trading at USD 40 and has an expected return of 12% per year. Using the Black-Scholes-Merton (BSM) model, what is the value of 1- year, European-style Call option on the stock, if the parameters used in the model are N(d1) = 0.29123 N(D2) = 0.20333 *K=42

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