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Use the Black-Scholes formula to find the value of a call option based on the following...

Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places. Do not round intermediate calculations.)

Stock price $ 38.00
Exercise price $ 40.00
Interest rate 3.00 %
Dividend yield 5.00 %
Time to expiration 0.7500
Standard deviation of stock’s returns 40.00 %

Call value            $

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