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Use the Black-Scholes option pricing model to calculate the price of a call option with the following parameters: Stock price: $80 Strike price: $85 Time

  • Use the Black-Scholes option pricing model to calculate the price of a call option with the following parameters:
    • Stock price: $80
    • Strike price: $85
    • Time to expiration: 6 months
    • Risk-free rate: 6%
    • Volatility: 30%

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