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Is 8.06 correct? Please help A stock is currently priced at $69 and has an annual standard deviation of 49 percent. The dividend yield of

image text in transcribedIs 8.06 correct? Please help

A stock is currently priced at $69 and has an annual standard deviation of 49 percent. The dividend yield of the stock is 2.6 percent and the risk-free rate is 4.6 percent. What is the value of a call option on the stock with a strike price of $66 and 73 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)

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