What is the value of a european call option

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Reference no: EM132048417

Question

What is the value of a European call option if the underlying stock price is $131, the strike price is $120, the underlying stock volatility is 42 percent, and the risk-free rate is 6.2 percent?

Assume the option has 134 days to expiration.

The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM132048417

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