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Use the Black-Scholes formula to find the value of a call option based on the following...

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Finance

Use the Black-Scholes formula to find the value of a call optionbased on the following inputs. (Round your final answer to2 decimal places. Do not round intermediatecalculations.)

Stock price$38.00
Exercise price$40.00
Interest rate3.00%
Dividend yield5.00%
Time to expiration0.7500
Standard deviation of stock’s returns40.00%

Call value           $

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