A stock is currently priced at $66 and has an annual standard deviation of 46 percent. The dividend yield of the stock is 2.1 percent and the risk-free rate is 2.3 percent. What is the value of a call option on the stock with a strike price of $63 and 33 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. A stock is currently priced at $66 and has an annual standard deviation of 46 percent. The dividend yield of the stock is 2.1 percent and the risk-free rate is 2.3 percent. What is the value of a call option on the stock with a strike price of $63 and 33 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct