(Answered) Lissa cos stock price is currently 2675 a 6-month call

Finance

Lissa Co.'s stock price is currently $26.75. A 6-month call option on Lissa's stock has a strike price of $25 and has an expected volatility of 40% (i.e., expected standard deviation = 40%). The risk-free rate is 6%. According to the Black-Scholes option pricing model, what is the value of the option?

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