A call option matures in six months. The underlying stock price is $46, and the stock's return has a standard deviation of 18 percent per year. The risk-free rate is 3 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option? A call option matures in six months. The underlying stock price is $46, and the stock's return has a standard deviation of 18 percent per year. The risk-free rate is 3 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option