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E SUMMER 2 0 2 4 GSavedHelpA stock is currently priced at $ 7 6 and will move up by a factor of 1 .

E SUMMER 2024 GSavedHelpA stock is currently priced at $76 and will move up by a factor of 1.40 or down by a factor of 0.87 over the next period. The risk-free rate of interest is 4.2 percent. What is the value of a call option with a strike price of $77?Note: Do not round intermediate calculations. Round your answer to 2 decimal places.Value of the call option

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