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What is the value of a call option if the underlying stock price is $96. the strike price is $90. the underlying stock volatility is

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What is the value of a call option if the underlying stock price is $96. the strike price is $90. the underlying stock volatility is 36 percent, and the risk-free rate is 6 percent? Assume the option has 122 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

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