Determine the value of the following call using the


Determine the value of the following call using the Black-Scholes model. The stock currently sells for $95, and the instantaneous standard deviation of the stock's return is 0.6. The call has an exercise price of $105 and has eight months to go before expiration. The continuously compounded riskless rate of interest is 8%.

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Finance Basics: Determine the value of the following call using the
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