Problem 16-3 Black-Scholes Model (LO2, CFA2) What is the value of a call option if the underlying stock price is $82, the strike price is $84, the underlying stock volatility is 46 percent, and the risk-free rate is 5.9 percent? Assume the option has 118 days to expiration. (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.) Value of a call option