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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%. B&S_FIN 6537.xlsDownload B&S_FIN 6537.xls

Group of answer choices $6.56 $7.05 $7.15 $6.30

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