Using the black-scholes model what is the value of the call, Financial Management

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Using the black-scholes model what is the value of the call

An analyst is interested in using the Black-Scholes model to value call options on the stock of Ledbetter Inc. The analyst has accumulated the following information: The price of the stock is $30. The strike price is $22. The option matures in 4 months. The standard deviation of the stock’s returns is 0.40. The risk-free rate is 4%. Using the Black-Scholes model, what is the value of the call option?

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Financial Management: Using the black-scholes model what is the value of the call

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Financial Management: Using the black-scholes model what is the value of the call

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