Determine the? black-scholes value of one-year

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Roslin Robotics stock has a volatility of 30% and a current stock price of $64 per share. Roslin pays no dividends. The? risk-free interest is 4%. Determine the? Black-Scholes value of a? one-year, at-the-money call option on Roslin stock.

The? Black-Scholes value of a? one-year, at-the-money call option on Roslin stock is $?

Reference no: EM131907356

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