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consider a European call option with the following data: the company does not pay dividends. The standard deviation(volatility) is 0.34 per year. The risk-free

consider a European call option with the following data: the company does not pay dividends. The standard deviation(volatility) is 0.34 per year. The risk-free rate is 0.32. stock has a current price of 90 $ Using the Black-Scholes frmula, what is the price for 88 days European call option on witha strike price of 43 $7 (Not: round each answer to 4 digit decimal place)

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