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Microsoft stock is currently trading at $217.69. Consider a call option with a strike of $215 expiring in 2 months. Suppose that the volatility of

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Microsoft stock is currently trading at $217.69. Consider a call option with a strike of $215 expiring in 2 months. Suppose that the volatility of Microsoft stock is 32% and that the interest rate is 2.60%. What is the Black-Scholes price of the call assuming no dividends will be paid in the next 2 months? $10.19 $13.15 $11.74 $11.59

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