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What is the value of a call option if the underlying stock price is $68, the strike price is $70, the underlying stock volatility is

What is the value of a call option if the underlying stock price is $68, the strike price is $70, the underlying stock volatility is 48 percent, and the risk-free rate is 3 percent? Assume the option has 92 days to expiration. Note: Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places

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