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Use the Black- Scholes formula to find the value of a call option on the following stock: Time to expiration= 6 months Standard Deviation= 50%

Use the Black- Scholes formula to find the value of a call option on the following stock: Time to expiration= 6 months Standard Deviation= 50% per year Excerice price: $50 Stock Price= $50 Interest rate: 3% Dividend= 0

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