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The stock of Nugents Nougats currently sells for $ 5 4 and has an annual standard deviation of 5 0 percent. The stock has a

The stock of Nugents Nougats currently sells for $54 and has an annual standard deviation of 50 percent. The stock has a dividend yield of 3.2 percent and the risk-free rate is 6 percent. What is the value of a call option on the stock with a strike price of $50 and 40 days to expiration?

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