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Use the Black-Scholes formulas to determine the value of a European call option. The following information is given: Current stock priceS0 $115.00 Strike priceX $100.00

Use the Black-Scholes formulas to determine the value of a European call option. The following information is given:

Current stock priceS0 $115.00 Strike priceX $100.00 Annual risk-free rater 7% Time to expiration in years T 6 months Annualised standard deviation 35%

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