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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation - 56 % per year Exercise price Stock price Interest

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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation - 56 % per year Exercise price Stock price Interest rate = 55 = 54 = 6% Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Value of a call option

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