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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 510 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 510 per year $45 $41 66 o 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 dz N(1) N(D2) Value of the Call Option

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