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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 54% 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 54% per year $60 $54 4% 0 (Round your final answer to 2 decimal places.) Value of the Call Option

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