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Use the Black-Scholes model. What's the value of the following call option? Stock price (P s ) $66 Strike (P e ) $78 Time to

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

Stock price (Ps) $66
Strike (Pe) $78
Time to expiration (T) 0.5
Standard deviation () 0.2
Interest rate (r) 0.06

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