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Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option

Ricardo International would like you to demonstrate your knowledge of the Black-Scholes option pricing model by finding the call price of an U.S. call option with the following characteristics: stock price = $60 exercise price = $60 risk-free rate is 12% volatility (variance of stock returns) = 9% per year time to maturity = 6 months

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