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What is the value of a 9-month call with a strike price of $45 given the Black-Scholes Option Pricing Model and the following information?

Stock price: $48
Exercise price: $45
Time to expiration: .75 years
Risk-free rate: 5%
N(d1): 0.718891
N(d2): 0.641713

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  • Category:- Basic Finance
  • Reference No.:- M9946923
  • Price:- $5

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