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Based on the following information for a call option on a stock, S =$80 X =$70 R F =.05 T =3 months =.20 What is

Based on the following information for a call option on a stock,

S =$80

X =$70

R_F =.05

T =3 months

=.20

What is the call premium based on the Black/Scholes model?

Select one:

a. $11.1116

b. $7.0112

c. $9.0002

d. $12.6665

e. $14.0996

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