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Use the Black-Scholes formula to find the value of a call option on the following stock: Time to maturity: 6 months Standard Deviation: 50% per

Use the Black-Scholes formula to find the value of a call option on the following stock: Time to maturity: 6 months Standard Deviation: 50% per year Exercise Price: $50 Stock Price: $50 Interest Rate: 10% You can use Excel NORMSDIST() to find the value of N(d 1) and N(d 2) after calculating d1 and d2.

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