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The Black Hole Inc. has a call option written on its common stock shares. Here's what's known: The Black Hole Inc.'s today's stock price, per

The Black Hole Inc. has a call option written on its common stock shares. Here's what's known:

The Black Hole Inc.'s today's stock price, per share ($) 130
Current annual risk-free rate 4%
Time until the option's expiration, in years 0.67
Standard deviation of The Black Hole Inc.'s annual stock returns 0.78
Strike price of The Black Hole Inc.'s call option ($) 110

According to the Black-Scholes formula, today's value of this call option is _____. As part of your calculations, N(d1) equals _____ and d2 equals _____.

the number you got using the Black-Scholes formula is greater than the amount that Google.finance.com shows this call option can be purchased for today. This means that this call option is____.

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