Assume a stock price of $31.18, risk-free rate of 3.6 percent, standard deviation of 44 percent, N(d₁) value of .62789, and an N(d₂) value of .54232. What is the value of a three-month call option with a strike price of $30 given the Black-Scholes option pricing model?

Question 9 options:

	$3.38
	$3.99
	$3.68
	$1.76
	$3.45