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The stock price is $ 8 0 , the strike price is $ 8 5 , the risk - free rate is 5 % per

The stock price is $

80,

the strike price is $

85,

the risk

-

free rate is

5 %

per annum, the volatility is

25 %,

and the time to maturity is

6 -

month. Use DerivaGem to calculate the value of a knock

-

out call option with the barrier at $

90 .

Round your result to three decimal places.

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