Question: Please show all your work step by step including formulas. A stock trades for $45 per share. A call option on that stock has a

Please show all your work step by step including formulas.

A stock trades for $45 per share. A call option on that stock has a strike price of $54 and an expiration date nine months in the future. The volatility of the stock's returns is 33%, and the risk-free rate is 2%. What is the Black and Scholes value of this option?

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