A stock is currently priced at $48.50. Its standard deviation is 40.00% It pays a 1.10% dividend. The risk-free rate is 7.00% What would a call with an exercise of $50.00 and expiration 8 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) 0.58431

N(d2) 0.45475

a)6.06

b)5.89

c)6.43

d)6.22

e)5.65