Q: Use the Black-Scholes Model to find the price for a call option with the following inputs:

(1) current stock price is 22.$

(2) strike price is 20.$

(3) time to expiration Is6 months,

(4) annualized risk-free rate is 5%, and

(5) standard deviation of stock returns 0.7.

Q: Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) current stock price is 22.$ (2) strike price is 20.$ (3) time to expiration Is6 months, (4) annualized risk-free rate is 5%, and (5) standard deviation of stock returns 0.7