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QUESTION 19 An analyst wants to use the Black-Scholes model to value call options on the stock of Heath Corporation based on the following data

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QUESTION 19 An analyst wants to use the Black-Scholes model to value call options on the stock of Heath Corporation based on the following data the price of the stock is 570 the strike price of the option is $68 the option matures in 6 months, the standard deviation of the stock's returns is 0.04, and the risk-free rate is 3% Using the Black-Scholes model, What is the value of the call option is a1=1.5693

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