Roslin Robotics stock has a volatility of

24 %24%

and a current stock price of

$ 51$51

per share. Roslin pays no dividends. The risk-free interest is

6 %6%.

Determine the Black-Scholes value of a one-year, at-the-money call option on Roslin stock.

The Black-Scholes value of a one-year, at-the-money call option on Roslin stock is

$nothing.

(Round to the nearest cent.)