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Roslin Robotics stock has a volatility of 35%and a current stock price of $55per share. Roslin pays no dividends. Therisk-free interest is 5%. Determine theBlack-Scholes

Roslin Robotics stock has a volatility of 35%and a current stock price of $55per share. Roslin pays no dividends. Therisk-free interest is 5%. Determine theBlack-Scholes value of aone-year, at-the-money call option on Roslin stock.

TheBlack-Scholes value of aone-year, at-the-money call option on Roslin stock is $_________. (Round to the nearestcent.)

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