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Use the Black - Scholes formula for the following stock: Time to expiration 6 months Standard deviation 5 0 % per year Exercise price $

Use the Black-Scholes formula for the following stock:
Time to expiration 6 months
Standard deviation 50% per year
Exercise price $ 50
Stock price $ 50
Annual interest rate 3%
Dividend 0
Calculate the value of a call option.

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