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5. XYZ is at 62.00 and the 30-Day 60 Strike Call is at 3.60. The options implied volatility is 35%, the stock pays no dividends
5. XYZ is at 62.00 and the 30-Day 60 Strike Call is at 3.60. The options implied volatility is 35%, the stock pays no dividends and the current interest rate is 1%. What is the projected option price 10 days later if the stock is expected to move up to 63.50 and the option implied volatility is expected to drop to 30%
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