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Use the B-S OPM to calculate the value of a call option with the following data: Price of the underlying stock = $30; strike price

Use the B-S OPM to calculate the value of a call option with the following data:

Price of the underlying stock = $30; strike price = $35; risk-free rate of return = 5%; variance of the stock returns = .25; and time to expiry of the call option is 4 months

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