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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 $ 66 Exercise price $ 72 Interest rate 8% Dividend yield 4% Time to expiration 0.5 Standard deviation of stocks returns 28%

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