In 1973, Fischer Black and Myron Scholes developed the Black-Scholes option pricing model (OPM). What assumptions underlie the OPM? Write out the three equations that constitute the model. According to the OPM, what is the value of a call option with the following characterisitics? stock price = $27 strike price = $25 Time to expiration = 6 months Risk free rate = 6.0% Stock return standard deviation = .49