Question: Use the Black-Scholes model to value a call option with the following data: Price 40 Exercise price 34 Risk-free rate 0.08 time to expiry 0.5

Use the Black-Scholes model to value a call option with the following data: Price 40 Exercise price 34 Risk-free rate 0.08 time to expiry 0.5 0.31557 2 0.099584 d1= 1.019151 d2= 0.796009 Nd1= 0.845934 Nd2= 0.786987

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