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SHOW WORK IN EXCEL What is the Call Option Value 35 Black Scholes Model Current Stock Price Time to Maty (months) Variance of stock Return

SHOW WORK IN EXCEL

image text in transcribedWhat is the Call Option Value

35 Black Scholes Model Current Stock Price Time to Maty (months) Variance of stock Return d1 5.00% 30 Option Strike Price 4 Risk Free Rate 25.00% N(d1) N(D2) d Call Option Value

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