Price of a european call option on a non-dividend-paying

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What is the price of a European call option on a non-dividend-paying stock when the stock price is $102, the strike price is $100, the risk-free interest rate is 8% per annum, the volatility is 35% per annum, and the time to maturity is six months using BSM model? do not use excel work the problem out

Reference no: EM132505920

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