Question: S0 = $65, X = $55, r = 1.5%, T = 0.75 years, and = 0.30, =0% Estimate the call option Value using Black-Scholes.

S0 = $65, X = $55, r = 1.5%, T = 0.75 years, and = 0.30, =0% Estimate the call option Value using Black-Scholes.

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