What is the value of european call option

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What is the value of a European call option if the underlying stock price is $65, the strike price is $70, the underlying stock volatility is 51 percent, and the risk-free rate is 3 percent? Assume the option has 86 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.)

Value of a European call option $

Reference no: EM131560269

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