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table [ [ Time to expiration, 6 , months ] , [ Standard deviation, 5 0 % , per year ] , [ Exercise

\table[[Time to expiration,6,months],[Standard deviation,50%,per year],[Exercise price,$50,],[Stock price,$50,],[Interest rate,3%,],[Dividend,0,]]
Required:
Use the Black-Scholes formula to find the value of call option on the above stock: Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places.)
Value of a call option
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