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Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places.
Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places. Do not round intermediate calculations.)
$ 48.00 $ 46.00 Stock price Exercise price Interest rate Dividend yield Time to expiration Standard deviation of stock's returns 5.00% 3.00% 0.7500 49.00% Call valueStep by Step Solution
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