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What is the value of this call option

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Reference no: EM132962479

Question - You are using the Black Scholes model to value a call option with a strike price of $90 that expires 6 months from now. The stock has a current price of $86.73 and a standard deviation of 32%. The current risk free rate is 4.5%. What is the value of this call option?

Reference no: EM132962479

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