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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 47$ 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 47$ per year $67 $59 40 0 Calculate the value of the call option. (Round your answers for d1, d2, N(01) and N(D2) to four decimal places and your answer for the Call value to 2 decimal places.) d1 d2 N(1) N(d2) Value of the Call Option

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