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Use the Black-Scholes formula for the following stock: Time to expiration 6 months Standard deviation 43% per year Exercise price $58 Stock price $57 Annual

Use the Black-Scholes formula for the following stock:


Time to expiration	6 months
Standard deviation	43% per year
Exercise price	$58
Stock price	$57
Annual interest rate	2%
Dividend	0

Calculate the value of a call option.

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