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Please show your work. A stock is currently priced at $58 and has an annual standard deviation of 38 percent. The dividend yield of the

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A stock is currently priced at $58 and has an annual standard deviation of 38 percent. The dividend yield of the stock is 1.5 percent, and the risk-free rate is 3.1 percent. What is the value of a European call option on the stock with a strike price of $55 and 17 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Value of a European call option S __________

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