Question $26$

$20pts$

You are given the following data for a European Call Option on a non$-$dividend paying stock:

Time to expiration or maturity $=6$ months year$)$

Exercise or Strike Price $=$$$110$

Stock Price $=$$$117$

Annual risk free rate $=5\%$

Standard deviation of the stock's returns $=30\%$ annually.

Calculate the price of the Call Option, C$,$ using the Black$-$Scholes Option Pricing Model.

Fill in your answers using this template for partial credit:

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