Suppose you want to value a call option de the following can be normal probability table (attached in order to get av based on the Black-Scholes (1973) model, So - current stock price 10 X = exercise price = 9.5 14 = risk-free rate = 10% 6 = annual dividend yield = 0% T = time remaining until expiration - 0.25 (one quarter o = standard deviation = 5 The price of this call option would be O $13.70 O $2.50 O $11.70 O $1.37