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A stock is currently priced at $ 6 2 and has an annual standard deviation of 4 2 percent. The dividend yield of the stock

A stock is currently priced at $62 and has an annual standard deviation of 42 percent. The dividend yield of the stock is 2.3 percent and the risk-free rate is 2.7 percent. What is the value of a call option on the stock with a strike price of $59 and 41 days to expiration?
4.14 is incorrect, one anwser said 5.11 another said 5.30. Which is correct?

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