Consider the following information for an individual stock: - Current share price is $6 - Risk-free rate is 6% p.a. compounded continuously - Variance of the stock returns is 16% p.a. - Strike price is $5.5 - Time to maturity of the option is 9 months - The firm is expected to pay no dividends over the next 1 year. Use the Black-Scholes model to price the European call option with the above characteristics elect one alternative: 1.42 1.20 0.81 1.14