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Nowel Inc. stock is currently priced at $42. The present value of the strike price of a call option on this stock is $44. Probability

Nowel Inc. stock is currently priced at $42. The present value of the strike price of a call option on this stock is $44. Probability one, as calculated by the Black Scholes option pricing model is .6541; probability 2 is .3722. The value of this option as calculated by Black-Scholes is

A) $(2.00).

B) $11.10.

C) $2.000.

D) $10.71.

I also need formulas. Thank you.

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