A stock has a current price of $52 and the current risk-free rate is 3%. Find the price of a European call option with a strike price of $56 that expires in 6 weeks supposing that the volatility of the stock is 10%. Repeat this for volatilities of 5%, 15%, 20%, 25%, 30% and 35%. A stock has a current price of $52 and the current risk-free rate is 3%. Find the price of a European call option with a strike price of $56 that expires in 6 weeks supposing that the volatility of the stock is 10%. Repeat this for volatilities of 5%, 15%, 20%, 25%, 30% and 35%