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What is the value of a call option if the underlying stock price is $84, the strike price is $80, the underlying stock volatility is
What is the value of a call option if the underlying stock price is $84, the strike price is $80, the underlying stock volatility is 42 percent, and the risk-free rate is 4 percent? Assume the option has 135 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
Value of call option:
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