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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.

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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. Do not round intermediate calculations.) Stock price Exercise price Interest rate Dividend yield Time to expiration Standard deviation of stock's returns S 61 S 56 8% 4% 0.50 26% Call value

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