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Roslin Robotics stock has a volatility of 2 4 % and a current stock price of $ 6 7 per share. Roslin pays no dividends.

Roslin Robotics stock has a volatility of 24% and a current stock price of $ 67 per share. Roslin pays no dividends. The risk-free interest is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.
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Part 1
The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is $
enter your response here. (Round to the nearest cent.)

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