A stock is priced at $33.25. The stock has 35 call options that expire in 60 days. The underlying stock price volatility is 39% per year and the annual risk-free rate is 4.5%. According to the Black-Scholes option pricing model, what is the most you should be willing to pay for this call option?

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The Answer of A stock is priced at $33.25. The stock has 35 call options that expire in 60 days. The underlying stock price volatility is 39% per year and the annual risk-free rate is 4.5%. According to the Black-Scholes option pricing model, what is the most you should be willing to pay for this call option?

A Stock Is Priced at $33