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You have written (sold) a three-month European call option at a strike price of $500. The current stock price (So) is $492.00, the annual risk-free

You have written (sold) a three-month European call option at a strike price of $500. The current stock price (So) is $492.00, the annual risk-free interest rate is 4%, and the volatility of the underlying is 10%. Determine the appropriate price for the call that you have sold using the BSM model

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