A stock is currently priced at $38.00. Its standard deviation is 29.00% It pays a 1.10% dividend. The risk-free rate is 3.00% What would a call with an exercise of $40.00 and expiration 15 months from now be valued at per share using the Black Scholes model? Use these values as a part of your calc's: N(d1)0.54759 N(d2)0.41892 4.79 4.38 4.52 4.67 4.91