Question 25 (1 point) Assume for a European, non dividend paying, call option you have calculated d1 to be 0.43 and d2 to be 0.18, the Stock is currently priced at $104.00, the option strike price is $95, the risk free rate is 7.25%, the time to maturity is 8 months, what does the Black Scholes Option Pricing Model suggest the price of the option should be? Round your answer to 2 decimal places. Round your N(D1) and N(d2) to 4 decimal places. Your Answer: Question 25 (1 point) Assume for a European, non dividend paying, call option you have calculated d1 to be 0.43 and d2 to be 0.18, the Stock is currently priced at $104.00, the option strike price is $95, the risk free rate is 7.25%, the time to maturity is 8 months, what does the Black Scholes Option Pricing Model suggest the price of the option should be? Round your answer to 2 decimal places. Round your N(D1) and N(d2) to 4 decimal places. Your