Use the Black - Scholes formula to find the value of a call option based on the following input. Refer cumulative normal distribution table. (Do not round intermediate calculations. Round your final answer to 2 decimal places.)   stock price $66   exercise price $71   interest rate 7%   dividend yield 0%   time to expiration .5   standard deviation of stocks returns 20%.   a. $1.03   b. $@.65   c.$4.43   d. $5.21

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