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Use the Black scholes formular to find the call option price given the following information The stock price is 40 Strike of 45 maturing in

Use the Black scholes formular to find the call option price given the following information

The stock price is 40

Strike of 45 maturing in 4 months

The stock is not expected to pay dividends.

The continously compounded risk free rate is 3% per year, the mean return on the stock is 7% per year and the standard deviation of the stock return is 40%/ ye

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