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The stock of EdFriers Inc is currently trading at $58 and is expected to pay a dividend of $4 in 9 months. Its stock price
The stock of EdFriers Inc is currently trading at $58 and is expected to pay a dividend of $4 in 9 months. Its stock price volatility is 40% per annum. What is the Black-Scholes price of a 6-month European call option written on this stock with a strike price of $60? Assume a riskless rate of interest of 5% with continuous compounding for all maturities
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