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Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price 6 months 53% per year $43 $42 Annual interest rate

Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price 6 months 53% per year $43 $42 Annual interest rate 3% e Stock price Dividend Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Value of a call option $ 10.61 Re

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