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Today is May 1st. A share of Facebook stock is trading for $335. Facebook doesn't pay dividends. An American call option on the stock has

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Today is May 1st. A share of Facebook stock is trading for $335. Facebook doesn't pay dividends. An American call option on the stock has a strike price of $330 and expires on Dec 1st. The risk-free rate is 5% (continuously compounded). Assuming that the appropriate implied volatility is 28%, what is the price (premium) of this option? Use the BSM formula. 35.74 33 38.34 36.76 O 21.26

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