QUESTION 24 "An analyst wants to use the Black-Scholes model to value call options on the stock of Heath Corporation based on the following data: the price of the stock is $70; the strike price of the option is $68; the option matures in 6 months; the standard deviation of the stock's returns is 0.22, and the risk-free rate is 3%. Using the Black-Scholes model, what is the value of the call option