consider a European call option with the following data: the company does not pay dividends. The standard deviation volatility) is 0.75 per year, The risk free rate is 0.91 stock has a current price of 00 $ Using the Black Scholes formula, what is the price for 75 days European call option on with a strike price of 64 57 (Not round each answer to 4 digit decimal place) 42.4011 17.6139 20.9004 0 34.8588