slove as per

strategic financial management

11 From the following data for certain stock, find the value of a call option: Price of stock now * 80 Exercise price 75 Standard deviation of continuously compounded = 0.40 annual return Maturity period 6 months Annual interest rate 12% Given Number of S.D. from Mean, (z) Area of the left or right (one tail) 0.25 0.4013 0.30 0.3821 0.55 0.2912 0.60 0.2743 e 0.12x0.5 = 1.062 In 1.0667= 0.0646