Moving to another question will save this response. Question of 24 PAN Question 8 4 points You have been granted stock options on 300 shares of your employer's stock. The stock is currently selling for $37.80 and has a standard deviation of 30%. The option's strike price is $35 and the time to maturity is 10 years. What is the value of each option given a risk-free rate of 3.0 % ? Assume that no dividends are paid. The standard normal probabilities are: N(-d1) 19169 N(-d2)= 53068