What is the price for a call option

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Use the following information for Question 9: Suppose now that the Goodman Industries (1) trades at a current stock price of $30 with a (2) strike price of $35. Given the following additional information: (3) time to expiration is 4 months, (4) annualized risk- free rate is 5%, and (5) variance of stock return is 0.25.

What is the price for a call option using the Black-Scholes Model?

Reference no: EM131790334

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