The current price of a non$-$dividend$-$paying stock is $$56.$ Over the next six months it is

expected to rise to $$65$ or fall to $$52.$ Assume the risk$-$free rate is $5\%.$ An investor sells call

options with a strike price of $$58.$ What is the value of each callion?

$$3\mathrm{.}37$The current price of a non$-$dividend$-$paying stock is $$56.$ Over the next six months it is

expected to rise to $$65$ or fall to $$52.$ Assume the risk$-$free rate is $5\%.$ An investor sells call

options with a strike price of $$58.$ What is the value of each callion?

$$3\mathrm{.}37$

$$2\mathrm{.}85$

$$3\mathrm{.}11$

$$2\mathrm{.}76$

$$2\mathrm{.}85$

$$3\mathrm{.}11$

$$2\mathrm{.}76$