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The stock of Nugents Nougats currently sells for $45 and has an annual standard deviation of 46 percent. The stock has a dividend yield of

The stock of Nugents Nougats currently sells for $45 and has an annual standard deviation of 46 percent. The stock has a dividend yield of 5.4 percent and the risk-free rate is 5.4 percent. What is the value of a call option on the stock with a strike price of $41 and 46 days to expiration?

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