What is the value of call option

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Reference no: EM131619543

What is the value of a call option if the underlying stock price is $116, the strike price is $110, the underlying stock volatility is 40 percent, and the risk-free rate is 4.2 percent? Assume the option has 130 days to expiration. (Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Reference no: EM131619543

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