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The stock of Nugents Nougats currently sells for $ 4 3 and has an annual standard deviation of 4 4 percent. The stock has a
The stock of Nugents Nougats currently sells for $ and has an annual standard deviation of percent. The stock has a dividend yield of percent and the riskfree rate is percent. What is the value of a call option on the stock with a strike price of $ and days to expiration? Use days in a year. Do not round intermediate calculations. Round your answer to decimal places.
Value of a call option
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