Determine the value of the following call using the, Financial Management

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Determine the value of the following call using the

Determine the value of the following call using the Black-Scholes model. The stock's current price is $95 with sigma = 0.6. The call's exercise price is $105, and it expires in 8 months from now. Assume that the continuously compounded riskless rate of interest is 0.08.

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