What is value of call option with strike price and maturity

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IBM stock currently sells for 44 dollars per share. The implied volatility equals 45.0 percent. The risk-free rate of interest is 7.0 percent continuously compounded. What is the value of a call option with strike price 45 and maturity of 5 months? A. 4.9104 B.7.6591 C.5.4539 D. 5.2039 E.5.0571.

Reference no: EM131540837

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