Question: Please price the following option using the BS options pricing model. The option has the following parameters: Time to maturity: 9 months Stock price: $95

Please price the following option using the BS options pricing model. The option has the following parameters:

Time to maturity: 9 months

Stock price: $95

Strike price: $115

Risk-free rate: 5%

Volatility: 50%

What is the price of the $115 strike call option with the above parameters?

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