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The stock of Nugents Nougats currently sells for $ 4 8 and has an annual standard deviation of 4 9 percent. The stock has a

The stock of Nugents Nougats currently sells for $48 and has an annual standard deviation of 49 percent. The stock has a dividend yield of 2.9 percent and the risk-free rate is 4.5 percent. What is the value of a call option on the stock with a strike price of $44 and 73 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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