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You own 250 call options on Exxon that expire in 6 months. The current stock price of EXXON is 240. The interest rate is 2

You own 250 call options on Exxon that expire in 6 months. The current stock price of EXXON is 240. The interest rate is 2 percent, the standard deviation of EXXON stock is 28 percent, and the strike price is 250. Using the Black-Sholes formula, graph the value of your options as the standard deviation goes from 20 to 50 percent.

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