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The stock pays dividends at an annual continuously compounded yield of 0.12. The annual continuously com- pounded risk-free interest rate is 0.34. Certain call options

The stock pays dividends at an annual continuously compounded yield of 0.12. The annual continuously com-

pounded risk-free interest rate is 0.34. Certain call options on the stock have time to expiration 99 days. The

option currently trades for Rs 56. If Thetha of this call is -0.03 (per day), then find the price of the call option 65 days

from expiration with all other things equal.

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