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Suppose that the current stock price is 700.77 with a volatility of 26.6% per annum. There is a European call option on the stock with

image text in transcribed Suppose that the current stock price is 700.77 with a volatility of 26.6% per annum. There is a European call option on the stock with a strike price of 750. Assume that the option matures in 1.36 years. If the risk-free rate of interest is 0.25% then calculate the current value of this option using the Black-Scholes model

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