Suppose a stock is currently worth $40.00 and in one-year will either increase by 20.00% or decrease by 15.00%. Assuming the risk-free rate is 6.00% and that the company pays no dividends, what is the value of a call option with a strike price of $38.00 option? Group of answer choices $5.66 $6.00 $4.00 $10.00