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The stock of Nugents Nougats currently sells for $ 4 3 and has an annual standard deviation of 4 4 percent. The stock has a

The stock of Nugents Nougats currently sells for $43 and has an annual standard deviation of 44 percent. The stock has a dividend yield of 3 percent and the risk-free rate is 5 percent. What is the value of a call option on the stock with a strike price of $39 and 50 days to expiration? (Use 365 days in a year. Do not round intermediate calculations. Round your answer to 2 decimal places.)
Value of a call option
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