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Value a call option in the Black-Scholes world: strike price = 50; stock price =...

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Finance

Value a call option in the Black-Scholes world: strike price = 50; stock price = 60 volatility = 40% time to expiration = 9 months annual riskfree rate = 5% dividend = 0 Then the call's value is (keep 2 decimal places).

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