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A stock trades for ​$45 per share. A call option on that stock has a strike...

A stock trades for ​$45 per share. A call option on that stock has a strike price of ​$54 and an expiration date six months in the future. The volatility of the​ stock's returns is

42​%, and the​ risk-free rate is 44​%. What is the Black and Scholes value of this​ option?

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If risk free rate is 44%

&

If risk free rate is 4%

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