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You are trying to price an american call option. The current stock price is $26 and the strike is $23. The annual standard deviation of

You are trying to price an american call option. The current stock price is $26 and the strike is $23. The annual standard deviation of returns is 13%pa. The risk free rate is 4.5% pa. The option expires in 6 months and the underlying pays a dividend of $1.95 in 3 months time. What is the value of the american call?

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