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Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share. Roslin pays no dividends. The risk-free interest rate

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Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share. Roslin pays no dividends. The risk-free interest rate is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option (i.e. strike price = 60) on Roslin stock. $11.80 $2.08 $8.50 $4.15

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