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Roslin Robotics stock has a volatility of 26% and a current stock price of $71 per share. Roslin pays no dividends. The risk-free interest is

Roslin Robotics stock has a volatility of 26% and a current stock price of $71 per share. Roslin pays no dividends. The risk-free interest is 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 $_____ (round to nearest cent)

***please show work

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