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Calculate the option price using the following information: Option type European call Time to expiration 4 months Strike price $30 Current underlying stock price $32

Calculate the option price using the following information:

Option type European call
Time to expiration 4 months
Strike price $30
Current underlying stock price $32
Underlying stock expected dividend $2.00 in 2 months
Underlying stock volatility 40%
Risk-free rate 6%
Pricing model Black-Scholes formula

Group of answer choices

$3.05

$3.65

$4.32

$5.02

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