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Roslin Robotics stock has a volatility of 2 6 % and a current stock price of $ 5 4 per share. Roslin pays no dividends.

Roslin Robotics stock has a volatility of

26 %

and a current stock price of $

54

per share. Roslin pays no dividends. The

risk

-

free interest is

6 % .

Determine the

Black

-

Scholes value of a

one

-

year, at

-

the

-

money call option on Roslin stock.

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