Question: Use the Black-Scholes Option Pricing Model for the following problem. Given: SO = $70; X = $70; T = 70 days; r = 0.02 annually

Use the Black-Scholes Option Pricing Model for the following problem. Given: SO = $70; X = $70; T = 70 days; r = 0.02 annually (0.0000547 daily); = 0.01 (daily). No dividends will be paid before the option expires. Calculate the value of the call option.

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