The stock price is currently trading at $100. The exercise (strike) price for a call option is $95 and the option expires in 20 weeks. Assume 52 weeks in a year. The annual interest rate is 10%. For every $1 increase in the stock price, the call option price goes up by 75 cents. We also know that N(2) is 80% of N(d1).

Ignoring N(d1) and N(d2) and just using the time value of money, the fair value of the call option should be?

Based on Black and Scholes model, the fair value of the above call option should be?

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