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Save Homework: Chapter 14 Homework Score: 0 of 1 pt 6 of 8 (7 complete) P14.17 (similar to) HW Score: 87.5%, 7 of 8 pts

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Save Homework: Chapter 14 Homework Score: 0 of 1 pt 6 of 8 (7 complete) P14.17 (similar to) HW Score: 87.5%, 7 of 8 pts Question Help A stock trades for $44 per share. A call option on that stock has a strike price of $54 and an expiration date six months in the future. The volatility of the stock's returns is 45%, and the risk-free rate is 2%. What is the Black and Scholes value of this option? The Black and Scholes value of this call option is $ (Round to the nearest cent)

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