A stock is currently priced at 63 and has annual standard


A stock is currently priced at $ 63 and has annual standard deviation of 43 percent. The dividend yield of the stock is 2 percent, and the risk-free rate is 4 percent. What is the value of a call option on the stock with a strike price of $ 60 and 45 days to expiration?

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Financial Management: A stock is currently priced at 63 and has annual standard
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