hbo. stock does not pay dividends. hbo currently trades at $14.5 per share and has an annual volatility of 65%. The risk-free rate is 5% per year. What is the price of a 9-month European call option on hbo with an exercise price of $20? Use the Black-Scholes pricing model.

Group of answer choices $10.02 $6.57 $1.62 $7.49 $1.81