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Use the Black-Scholes Option Pricing Model for the following problem. Given: S O= $70; X = $70; T = 70 days; r = 0.06 annually

Use the Black-Scholes Option Pricing Model for the following problem. Given: S O= $70; X = $70; T = 70 days; r = 0.06 annually (0.0001648 daily); = 0.020506 (daily). No dividends will be paid before option expires. The value of the call option is _______.

Kindly mention formula used and all the working steps, thank you!

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