Use the Black-Scholes Option Pricing Model for the following option.
Stock price S0 = $80;
Time to Maturity T = 1 year;
Risk free rate r = 10% annually;
Standard deviation STD = 20% per year.
No dividends will be paid before option expires.
Find the Black-Scholes value of a call option with an exercise price of $90 on the above stock?
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