QUESTIONS Consider the following information for an individual stock to answer this question: Current share price is $30 Risk-free rate is 5% pa compounded continuously Volatility of the stock returns (O) is 30% pa Strike price is $28 Time to maturity of the option is 12 months The firm is expected to pay no dividends over the next 1 year. Use the closed-form Black-Scholes model to price the European call option with the above characteristics and choose the most correct answer: O 3.67 O 5.32 O 9.81 O None of the above