A stock trades for $44 per share. A call option on that stock has a strike price of $51 and an expiration date nine months in the future. The volatility of the stock's returns is 33%, and the risk-free rate is 2%. What is the Black and Scholes value of this option? The Black and Scholes value of this call option is $ (Round to the nearest cent.)

A stock trades for $44 per share. A cal option on that stock has a strike price of $51 and an expiration date nine months in the future. The volablity of the stock's retums is 33%, and the risk.tren rate is 2%. What is the Black and Scholes value of this option? The Black and Scholes value of this call option is $ (Round to the nearest cent.) A stock trades for $44 per share. A cal option on that stock has a strike price of $51 and an expiration date nine months in the future. The volablity of the stock's retums is 33%, and the risk.tren rate is 2%. What is the Black and Scholes value of this option? The Black and Scholes value of this call option is $ (Round to the nearest cent.)