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What is the black and scholes value of this? option

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Reference no: EM131769130

A stock trades for ?$42 per share. A call option on that stock has a strike price of ?$52 and an expiration date twelve months in the future. The volatility of the? stock's returns is 36?%, and the? risk-free rate is 66?%. What is the Black and Scholes value of this? option?

The Black and Scholes value of this call option is ?$_________

Reference no: EM131769130

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