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You are holding one XYZ 2 2 call option with a delta of 7 2 . The option will expire in 7 0 days and

You are holding one XYZ 22 call option with a delta of 72. The option will expire in 70 days and XYZ is currently trading at 25. The risk-free rate is 4.5% and N(d2)=0.54. What is the value of the call?

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