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The current stock price for XYZ limited is Kshs. 85. A European call option with an exercise price of Kshs. 85 will expire in 160

The current stock price for XYZ limited is Kshs. 85. A European call option with an exercise price of Kshs. 85 will expire in 160 days. The yield on a 160-day Treasury bill is 15%. The volatility of the annual return on XYZs stock is 25%. Compute the premium for a call option on this stock using Black-Scholes model

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