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A stock trades for ​$46 per share. A call option on that stock has a strike...

A stock trades for

​$46

per share. A call option on that stock has a strike price of

​$54

and an expiration date

threethree

months in the future. The volatility of the​ stock's returns is

37​%,

and the​ risk-free rate is

6​%.

What is the Black and Scholes value of this​ option?

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