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What is the option value

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Assume that you have been given the following information on Purcell Industries' call option: (1) current stock price is $14, (2) strike price is $13, (3) time of maturity is 6 months, (4) variance of stock return is .15, N(d1) is .69745, N(d2) is .59608. According to the Black-Scholes option pricing model, what is the option's value?

Reference no: EM132484249

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