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TABLE 253 Curion P . P 3.00 156 15 2 0013150571 0010 -156 001 -24 HOW 1996 20 10 20 114 LOM 2546 DO H-4

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TABLE 253 Curion P . P 3.00 156 15 2 0013150571 0010 -156 001 -24 HOW 1996 20 10 20 114 LOM 2546 DO H-4 000 Ndd . Nid 2200 2016.05 2002 0910 250 10 1 1247 13 2400 14 1867 OS .10 33915 5714 303790 2100 104 2017 25 000 554 2010 2015 0179 LO ML CINE 0001 - 150 000 140 - 0010 DO 0054 2012 DOT - 13 -2.00 -24 30 DO WE 14 1 1 OBS DE 2 0004 re 1600 www 11 3750 -2.30 -22 -2.30 -2.11 -2.10 100) 100 S015 010 10 2.00 -4 3220 6400 3300 100 40 su 30 402 -12 130 -10 0000 0020 0028 2.10 2.15 200 134 12 120 HC D 230 21 - 1 33 00 OCH HI - 114 22 -110 MODE wo HOE 2 3:35 00 000 VCI - 7054 SO S4 04 154 18 15 LA ME 20 - -14 014-1400-224129019 1500 20 400142 20 2.5 w w 2.0 45045 1518 100 TAN OCE BE 21 000 w WE 070 0050 - 1035 10 1 14 - - 0400-70-10 07 - 01 1 08 0 6.9404 - DS-200 00 102 00 10.102110 00 04 770 ATT 154 19 1 5000 505 Use the information above to answer the following question: Assume a stock price of $42; a risk-free rate of 3.5 percent per year, compounded continuously, a six-month maturity, and a standard deviation of 64 percent per year. What is the price of a six-month call with an exercise price of $45 Show your steps

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