Calculate the price of each call using black scholes

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Reference no: EM131185406

You are interested in purchasing a call option on a common stock that is currently trading at a price of 100 per share. you are given the following information: the standard deviation is .4, the time to maturity is 3 months, and ln (current share price/present value of exercise price)=-.08. Calculate the price of each call using black scholes.

Reference no: EM131185406

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