Question: 1. (10 points) Using the Black/Scholes Option Pricing Model, calculate the value of the call option given: S= 74; X=70; T=6 months; =.50; Rf =10%

1. (10 points) Using the Black/Scholes Option Pricing Model, calculate the value of the call option given: S= 74; X=70; T=6 months; =.50; Rf =10%

(2 points) If the time to maturity were 3-months, the value of the call would ___________?

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