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What is the price of a call option if the underlying stock price is $86.16, the exercise price is $85, the underlying stock standard deviation

What is the price of a call option if the underlying stock price is $86.16, the exercise price is $85, the underlying stock standard deviation is 8%, and the risk-free rate is 1%? Assume the option has 3 months to expiration. The stock does not pay any dividends, i.e., y=0. (e = 2.7182)

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