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Find the price of the call option by the Black-Scholes

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Parameters
Strike price = $120;
Expiration time = 1 year;
Annual interest rate = 0.05;
Stock volatility = 0.35.
For the initial stock price, S0 = 100.45

Requirements

1. Find the price of the call option by the Black-Scholes formula rounded to the nearest cent.

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Solution Summary

This solution uses the Black-Scholes to find the price of the call option.

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