financial mathematics

Consider a European call option with the

following data:

The company does not pay dividends.

The standard deviation (volatility) is 0.68 per year.

The risk-free rate is 0.67.

stock has a current price of 48 $

Using the Black-Scholes formula, what is the price for 67 days European call option on with a strike price of 52 S?

(Not: round each answer to 4 digit decimal place)

8.5162 O 3.6187 O 5.8634 o 6.9545 .None of the above o