Question: The current price of the underlying asset of a European call is $14. The strike of this call is $12 and it expires in

The current price of the underlying asset of a European call is

The current price of the underlying asset of a European call is $14. The strike of this call is $12 and it expires in one year. The annual compounding interest rate is r = 2% and the yearly volatility is a = 10%. What is the current value of the call?

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