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stock trades for $45 per share. A call option on that stock has a strike price of $52 and an expiration date six months in
stock trades for
$45
per share. A call option on that stock has a strike price of
$52
and an expiration date
six
months in the future. The volatility of the stock's returns is
39%,
and the risk-free rate is
5%.
What is the Black and Scholes value of this option?
The Black and Scholes value of this call option is
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