Use the black-scholes model to find the price for a call


Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $30, (2) exercise price is $35, (3) time to expiration is 4 months, (4) annualized risk-free rate is 5%, and (5) variance of stock return is 0.25.

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Finance Basics: Use the black-scholes model to find the price for a call
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