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Topic: Black Scholes option valuation Calculate the price of a call option using Black Scholes model and the following data: stock price = $47.30, exercise

Topic: Black Scholes option valuation

Calculate the price of a call option using Black Scholes model and the following data: stock price = $47.30, exercise price = $50, time to expiration = 85 days, risk free rate = 3%, standard deviation = 35%

A. $1.11 B. $2.22 C. $3.33 D. $4.44

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