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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 60% per year Exercise price $57 Stock price $56 Annual
Use the Black-Scholes formula for the following stock:
Time to expiration 6 months Standard deviation 60% per year Exercise price $57 Stock price $56 Annual interest rate 3% Dividend 0
Calculate the value of a call option.
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