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Calculate the option price

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Reference no: EM133112704

Calculate the option price using the following information:

Option type

European call

Time to expiration

4 months

Strike price

$30

Current underlying stock price

$32

Underlying stock expected dividend

$2.00 in 2 months

Underlying stock volatility

40%

Risk-free rate

6%

Pricing model

Black-Scholes formula

Reference no: EM133112704

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