Use Black Scholes model to calculate price for call option with the following inputs:
1. Current stock price is $30
2. Strike price is $35
3. time to expiration is 4 months.
4. annualized risk free rate is 5%
5. variance of stock return is .25.
1. Current stock price is $30
2. Strike price is $35
3. time to expiration is 4 months.
4. annualized risk free rate is 5%
5. variance of stock return is .25.
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