Use the Black-Scholes model to value a call option with the following data: Price $34 Exercise price 30 Risk-free rate time to expiry b 0² d1= d2= Nd1= Nd2= 0.04 0.5 0.31557 0.099584 0.762113 0.538972 0.777004 0.705047 Post your answer with 2 decimal places

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