Use the Black-Scholes formula to calculate today's value of a call option, based on the following: The call option's str

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answerhappygod
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Use the Black-Scholes formula to calculate today's value of a call option, based on the following: The call option's str

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Use the Black-Scholes formula to calculate today's value of acall option, based on the following: The call option's strike priceis $60. The expiration date is six months from now. Stock sharescan be purchased for $64 a share in today's market. The risk-freerate is 3 percent per year, compounded continuously. The standarddeviation of the annual stock returns is 0 percent. (Do not roundintermediate calculations and round your final answer to 2 decimalplaces, e.g., 32.16.)
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