Use the Black$-$Scholes model to calculate the theoretical value of a DBA December $90$ call option $($strike price $=$ exercise price $=90)$ Assume that the risk$-$free rate of return is $0\mathrm{.}06(6$ percent$),$ the stock has a variance of $0\mathrm{.}36,$ there are $91$ days until expiration of the contract, and DBA stock is currently selling at $$100$ in the market. $[$Hint: Use Excel's NORMSDIST$()$ function to find N$($d$1)$ and $N(d2)$

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