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Option an ABC 500 Stock price = Rs. 120 Call exercise price =Rs. 100 Exercise date = 6 months Estimated standard deviation = 30% Current

Option an ABC 500 Stock price = Rs. 120 Call exercise price =Rs. 100 Exercise date = 6 months Estimated standard deviation = 30% Current market price = Rs. 28 Risk free return = 8% p.a. Calculate call option price of the stock as per Black-Scholes model.

Please dont give wrong answer, I'll dislike with 3 accounts. Thanks.

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