Problem 16 Intro The current price of a non-dividend-paying stock is $33.73 and the annual standard deviation of the stock's return is 42%. The risk-free rate is 3.8% (continuously compounded). A European call option on the stock has a strike price of $35 and expires in 0.7 years. A B 1 Inputs 2 Stock price 33.73 3 Exercise price 35 4 Expiration (years) 0.7 5 St.Dev. of returns 6 Dividend yield 0.42 0 7 Risk-free rate 0.038 Part 1 What should be the price (premium) of the call option? 2+ decimals Submit Attempt 1/10 for 10 pts.