Given the following information, calculate the three-month price of a call that is consistent with the Black-Scholes

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Given the following information, calculate the three-month price of a call that is consistent with the Black-Scholes model:
Ps = $47, E = $45, R = .05. σ = .40
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Fundamentals of Investments

ISBN: 978-0132926171

3rd edition

Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey

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