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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 52% 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 52% per year $53 $53 25 NO Recalculate the value of the call with the following changes: b. c. d. Time to expiration Standard deviation Exercise price Stock price Interest rate 3 months 30$ per year $57 $57 48 2. Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. b. C. d. e. C falls to Crises to

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