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Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round

Use the Black-Scholes formula to find the value of a call option based on the following inputs. Refer Cumulative normal distribution Table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.)

Stock price $ 63
Exercise price $ 69
Interest rate 7%
Dividend yield 4%
Time to expiration 0.5
Standard deviation of stocks returns 27%

CALL VALUE= ____

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