Using the black-scholes option pricing model

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The current stock price of Oracle is $31 and the stock does not pay dividends. The instantaneous riskfree rate of return is 5%. The instantaneous standard deviation of Oracle's stock is 30%. You wish to purchase a call option on this stock with an exercise price of $25 and an expiration date 73 days from now. Using the Black-Scholes Option Pricing Model, the put option should be worth __________ today. A. $9.62 B. $0.01 C. $0.07 D. $6.32 E. $9.26

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