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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 43% 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 43% per year $58 $58 2% 0 Recalculate the value of the call with the following changes: a. b. C. Ud Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 30% per year $63 $63 4% d. e. Select each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. b. c. d. e

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