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Use the following information to calculate the theoretical Call option price via the Black Scholes Model. Stock price: $22 Strike price: $24 Days to maturity

Use the following information to calculate the theoretical Call option price via the Black Scholes Model.

Stock price: $22

Strike price: $24

Days to maturity by days in year: 120/365

Risk free rate: 0.08

Standard deviation: 0.25

Variance of return: 0.0625

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