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Problem 16-15 Black-Scholes Model (LO2, CFA2) A call option has an exercise price of $61 and matures in 7 months. The current stock price is

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Problem 16-15 Black-Scholes Model (LO2, CFA2) A call option has an exercise price of $61 and matures in 7 months. The current stock price is $69, and the risk-free rate is 5.2 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is O percent per year? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call price Problem 16-15 Black-Scholes Model (LO2, CFA2) A call option has an exercise price of $61 and matures in 7 months. The current stock price is $69, and the risk-free rate is 5.2 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is O percent per year? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Call price

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