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(01). Q5. Ignoring N(d1) and N(d2) and just using the time value of money, the fair value of the call option should be $. Q6. Based on Black and Scholes model, the fair value of the above call option should be $