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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 50% per year Exercise price $52 Stock price $51 Annual

Use the Black-Scholes formula for the following stock:


Time to expiration	6 months
Standard deviation	50% per year
Exercise price	$52
Stock price	$51
Annual interest rate	3%
Dividend	0

Calculate the value of a call option

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