Assume that you have been given the following informatoon on Purcell Industries' call uptions: Current stock price =$16 Time to maturity of optoon =6 months Variance of stock teturn =0,14 d1=0.750.3nd2=0.48580 Strike price of optoon =$14 Rosk-free rate =.6% N(d1)=0.77349N(d2)=0.06645 Accurding to the Btack Schales option pricing model, what is the option's value? Do not round intermediate calculations: Round vour answer to the nearest cert. values provided in the problem statement for vour calculations. Options A call option on the stock of Bedrock Baulders has a market price of $9. The stock sells, for 530 at share, and the option has a strike price of $26 a share. Round vour answeis to the nearest dotiar. What is the ckerose value of thin call optein? What is the option's time value