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Roslin Robotics stock has a volatility of 2 6 % and a current stock price of $ 7 2 per share. Roslin pays no dividends.

Roslin Robotics stock has a volatility of 26% and a current stock price of $72 per share. Roslin pays no dividends. Therisk-free interest is 5%. Determine theBlack-Scholes value of aone-year, at-the-money call option on Roslin stock.

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