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Use the Black-Scholes model. What's the value of the following call option? Stock price (P s ) $78 Strike (P e ) $65 Time to

Use the Black-Scholes model. What's the value of the following call option?

Stock price (P_s)	$78
Strike (P_e)	$65
Time to expiration (T)	0.75
Standard deviation ()	0.2
Interest rate (r)	0.05

$6.40

$22.93

$14.57

$15.98

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