Assignment help: Assume you have been given the following information on Purcell Industries:
Current stock price = $15 Strike price of option = $15
Time to maturity of option = 6 months Risk-free rate = 6%
Variance of stock return = 0.12 d1 = 0.24495
d2 = 0.00 N(d1) = 0.59675
N(d2) = 0.5000
Using the Black-Scholes Option Pricing Model, what would be the value of the option?
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