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10 4 points Problem 21-11 (Algo) Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Annual interest rate

10 4 points Problem 21-11 (Algo) Use the Black-Scholes formula for the following stock: Time to expiration Standard deviation Exercise price Annual interest rate Stock price Dividend 6 months 57% per year $44 $43 2% 0 Calculate the value of a call option. Note: Do not round intermediate calculations. Round your answer to 2 decim Answer is complete but not entirely correct. Value of a call option $ 6.32 X

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