The following information is given about options on the stock of a certain company. S_0 = 23 X = 20 r = 0.09 T = 0.5 sigma = 0.40 No dividends are expected What value does the Black-Scholes-Merton model predict for the call? (Used the attached CFD table for d and N(d).) a 5.35 b 3.10 c. 4.79 d. 6.50 If the actual market call price is $2.79, the implied standard deviation is a. 040 b. greater than 0.40 c. less than 0.40 d. infinite This is the last multiple choice question. True False