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IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by 6.0

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IBM stock currently sells for 92 dollars per share. Over 3 months the price will either go up by 9.5 percent or down by 6.0 percent. The risk-free rate of interest is 3.5 percent continuously compounded. A call option with strike price 89 and maturity of 3 months has a delta of 0.82328. What is the value of this call option? 1.3894 4.6908 5.4648 5.1648 2.7364

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