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The current stock price for XYZ ltd is sh. 25. A European call option with an exercise price of sh. 28 will expire in 160

The current stock price for XYZ ltd is sh. 25. A European call option with an exercise price of sh. 28 will expire in 160 days. The yield on a 160-day Treasury bill is 5.18%. The standard deviation of annual returns on XYZ'S stock is 21%. Compute the premium for a call option on this stock using Black-Scholes model

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