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Time to expiration Standard deviation Exercise price Stock price Interest rate - 6 months = 50% per year $50 = $50 3% Use the Black-Scholes

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Time to expiration Standard deviation Exercise price Stock price Interest rate - 6 months = 50% per year $50 = $50 3% Use the Black-Scholes formula to find the value of a call option on the above stock: Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call option $

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