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(PLEASE SHOW ALL WORK) Roslin Robotics stock has a volatility of 25% and a current stock price of $48 per share. Roslin pays no dividends.

(PLEASE SHOW ALL WORK)

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Roslin Robotics stock has a volatility of 25% and a current stock price of $48 per share. Roslin pays no dividends. The risk-free interest is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock. The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is $ . (Round to the nearest cent.)

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