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The current price of a stock is $100. What is the Black-Scholes model price of a six-month call option at strike $101, given an interest

The current price of a stock is $100. What is the Black-Scholes model price of a six-month call option at strike $101, given an interest rate of 2% ? The volatility is 25%.

Group of answer choices

$7.05

$7.15

$6.30

$6.56

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