Find what is the option value

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Question 1: According to the Black-Scholes Option Pricing Model, what is the option's value?

Stock Price 15

Months 6

Variance of stock return 0.12

d1 0.24495

d2 0

strike price 15

risk free rate 0.06

N(d1) 0.59675

N(d2) 0.5

Reference no: EM132578273

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