A stock has a market price of $25 and a standard deviation of returns of 24 percent.The $25 call option matures in 4 months and the risk-free rate is 2.89 percent.N(d₁)is .555198 and N(d₂)is .500096.What is the value of the call option per share of stock? A)$1.71 B)$1.86 C)$1.50 D)$1.62 E)$2.16

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The Answer of A stock has a market price of $25 and a standard deviation of returns of 24 percent.The $25 call option matures in 4 months and the risk-free rate is 2.89 percent.N(d₁)is .555198 and N(d₂)is .500096.What is the value of the call option per share of stock? A)$1.71 B)$1.86 C)$1.50 D)$1.62 E)$2.16

A Stock Has a Market Price of $25 and a Standard