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Use the Black-Scholes model to price a call with the following characteristics: Stock price = $65 Strike price = $70 Time to expiration = 120
- Use the Black-Scholes model to price a call with the following characteristics:
Stock price = $65
Strike price = $70
Time to expiration = 120 days
Stock price variance = 0.35
Risk-free interest rate = 0.05
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