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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 438 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 438 per year $58 $58 2 Recalculate the value of the call with the following changes: a. Time to expiration b. Standard deviation c. Exercise price d. Stock price e Interest rate 3 months 308 per year $63 $63 Calculate each scenario independently. (Round your answers to 2 decimal places.) Value of the Call Option a. Tie. C. d. e

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