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What is the value of a European call option if the underlying stock price is $ 100 , the strike price is $ 90 , the underlying stock volatility is 40 % and the risk - free rate is 4 % ? Assume t option has 60 days to expiration

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What is the value of a European call option if the underlying stock price is $ 100 , the strike price is $ 90 , the underlying stock volatility is 40 % and the risk - free rate is 4 % ? Assume t option has 60 days to expiration