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The current price of ABC stock is $200. The standard deviation is 22.5 percent a year and the interest rate is 21 percent a year.

The current price of ABC stock is $200. The standard deviation is 22.5 percent a year and the interest rate is 21 percent a year. A one-year call option has an exercise price of $180.00. Use Black-Scholes to value a call option on ABC.

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