Calculate the theoretical call option price

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Reference no: EM131556127

Given the following information shown below, use the Black-Scholes Model to calculate the theoretical Call option price [i.e., price of Call Option Contract]. Stock Strike Days to Maturity Risk Free Standard Variance Price Price By Days in Year Rate Deviation of Return $22 $24 120/365 0.08 0.25 0.0625

Reference no: EM131556127

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