Black-scholes option pricing model related problem


Problem:

What is the value of a 9-month call with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

Stock price: $48
Exercise price: $45
Time to expiration: .75
Risk-free rate    : .05
N(d1): .718891
N(d2): .641713

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Finance Basics: Black-scholes option pricing model related problem
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