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Mario & Bros.stock does not pay dividends. Mario currently trades at $14.50 per share and has an annual volatility o of 65%. The continuous risk-free

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Mario & Bros.stock does not pay dividends. Mario currently trades at $14.50 per share and has an annual volatility o of 65%. The continuous risk-free rate is 5% per year. What is the price of a 9. month European call option on Mario with an exercise price of $20? Use the Black-Scholes pricing model. O $6.57 O $1.81 $1.62 $7.49 $10.02

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