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Using the Black-Scholes model calculate the value of a call option with the following information: Item Values Stock price $39 Strike price - exercise price

Using the Black-Scholes model calculate the value of a call option with the following information:

Item Values
Stock price $39
Strike price - exercise price $31.98
Stock's standard deviation 19.2%
risk free rate 7.7%
time 0.5

What is the call price?

What would be the call price if the stock price was $44?

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