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Let S = $65, s = 43%, r = 5.5%, and d = 2.5% (continuously compounded)....

Let S = $65, s = 43%, r = 5.5%, and d = 2.5% (continuously compounded). Compute the Black-Scholes price for a $70-strike European call option with 3 months until expiration.

Correct answer is $3.77

How do you solve with steps?

No excel please.

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