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Use the BlackScholes formula to value the following options: a. A call option written on a stock selling for $72 per share with a $72

Use the BlackScholes formula to value the following options: a. A call option written on a stock selling for $72 per share with a $72 exercise price. The stock's standard deviation is 6% per month. The option matures in three months. The risk-free interest rate is 1.50% per month. (Do not round intermediate calculations. Round your answer to 2 decimal places.)

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