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Price an option with the following information: Option European call Time to expiration 4 months Strike price $30 Underlying stock price $34 Underlying stock dividend

Price an option with the following information: Option European call Time to expiration 4 months Strike price $30 Underlying stock price $34 Underlying stock dividend $1 in 2 months Volatility of stock 40% Risk-free rate (per annum) 6% Pricing method Black-Scholes formula

$3.65

$5.02

$4.32

$3.05

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