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IBM stock currently sells for 44 dollars per share. The implied volatility equals 45.0 percent. The risk free rate of interest is 7.0 percent continuously.compounded.

IBM stock currently sells for 44 dollars per share. The implied volatility equals 45.0 percent. The risk free rate of interest is 7.0 percent continuously.compounded. What is the value of a call option with strike price 45 and maturity of 5 months.

5.0571

4.9104

7.6591

5.4539

5.2039

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