Find the value of call option based on the inputs

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Reference no: EM132034293

Use the Black-Scholes formula to find the value of a call option based on the following inputs. [Hint: to find N(d1) and N(d2), use Excel normsdist function.] (Round your final answer to 2 decimal places. Do not round intermediate calculations.) Stock price $ 57 Exercise price $ 61 Interest rate 0.08 Dividend yield 0.04 Time to expiration 0.50 Standard deviation of stock’s returns 0.28.

Reference no: EM132034293

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