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Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not
Required: Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.) Stock price $ 64 Exercise price $ 70 Interest rate 8% Dividend yield 4% Time to expiration 0.5 Standard deviation of stocks returns 26%
call value =
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