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What is the value of a call option if the underlying stock price is $76, the strike price is $78, the underlying stock volatility is

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What is the value of a call option if the underlying stock price is $76, the strike price is $78, the underlying stock volatility is 40 percent, and the risk-free rate is 58 percent? Assume the option has 122 days to expiration. (Use 365 days in a year. Do not round intermediote calculations. Round your answer to 2 decimal places.)

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