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What is the value of a 9-month call with a strike price of $61 given the Black-Scholes option pricing model and the following information? Stock

What is the value of a 9-month call with a strike price of $61 given the Black-Scholes option pricing model and the following information?

Stock price

$63

Risk-free rate

6 percent

Standard deviation

49 percent

N(d₁)

.653300

N(d₂)

.487990

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