call option is the right to buy stock at $50 a share. Currently the option has si months to expiration, the volatility of the stock (standard deviation) is 0.30, and the rate of interest is 10 percent (0.1 in Exhibit 18.2). a) What is the value of the option according to the Black-Scholes model if the price b) What is the value of the option when the price of the stock is $50 and the option c) What is the value of the option when the price of the stock is $50 and the interest d) What is the value of the option when the price of the stock is $50 and the volatility e) What generalizations can be derived from the solutions to these problems? of the stock is $45, $50, or $SS? expires in six months, three months, or one month? rate is 5 percent, 10 percent, or 15 percent? of the stock is 0.40, 0.30, or 0.10