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  3. a stock trades for ?$46 per share. a call option o

A stock trades for ?$46 per share. A call option on that stock has a strike price...

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Question

Finance

A stock trades for

?$46

per share. A call option on that stock has a strike price of

?$54

and an expiration date

threethree

months in the future. The volatility of the? stock's returnsis

37?%,

and the? risk-free rate is

6?%.

What is the Black and Scholes value of this? option?

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