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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