What is the black and scholes value of this option

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Question: A stock trades for $40 per share. A call option on that stock has a strike price of $38 and an expiration date 3 months in the future. The volatility of the stock's returns is 38% and the risk-free rate is 2%. What is the Black and Scholes value of this option and what is the value of a put for this stock?

Reference no: EM133332055

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