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Use BSM model chapter 5 and the information given below to calculate the theoretical value of a call option of a certain company. S0 =

Use BSM model chapter 5 and the information given below to calculate the theoretical value of a call option of a certain company. S0 = 23 X = 20 rc = 0.09 T = 0.5 s2 = 0.15 No dividends are expected.

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