Black-Scholes Model
Current price of underlying stock, P	$25.00
Strike price of the option, X	$30.00
Number of months unitl expiration	4		Formulas
Time until the option expires, t			#N/A
Risk-free rate, rRF	3.00%
Variance, 2	0.24
d1 =			#N/A
N(d1) =	0.5000
d2 =			#N/A
N(d2) =	0.5000
VC =			#N/A

Use the Black-Scholes model to find the price for the call option. Do not round intermediate calculations. Round your answer to the nearest cent.

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