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Use the Black-Sholes formula to find the value of a call option on the following stock: Time to expiration = 4 months Standard deviation =

Use the Black-Sholes formula to find the value of a call option on the following stock:

Time to expiration = 4 months

Standard deviation = 20% per year

Exercise price = $45

Stock price = $45

Interest rate = 3%

Dividend yield = 0%.

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