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Use the Black-Scholes formula for the following stock Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 54% per

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Use the Black-Scholes formula for the following stock Time to expiration Standard deviation Exercise price Stock price Annual interest rate Dividend 6 months 54% per year $54 $54 4% Recalculate the value of the call with the following changes: a. du Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 20% per year $60 $60 .. 6% Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option de olsa

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