Homework: Ch 21B HW, Valuing Options, 325, Sp 20 Save Score: 0 of 3 pts...

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Homework: Ch 21B HW, Valuing Options, 325, Sp 20 Save Score: 0 of 3 pts 4 of 6 (4 complete) HW Score: 42%, 6.3 of 15 pts P21-11 (similar to) Question Help Roslin Robotics stock has a volatility of 33% and a current stock price of $59 per share. Roslin pays no dividends. The risk-free interest is 4%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock. The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is $ . (Round to the nearest cent.)

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