Consider a covered call, which is a combination of a long stock and a short call on the stock.

Here are the call option's parameters.

$\backslash$table$[[K,x,6\mathrm{.}00,$strike price$],[T,0\mathrm{.}5,$time to expiration, in years.$]]$

The stock has the following properties.

$\backslash$table$[[$S$0,6\mathrm{.}00,$current stock price$],[,45\%,$volatility of stock's rate of return$]]$

The risk$-$free rate equals $6\%.$

$\backslash$table$[[$rf$,6\%$