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The valuation of a European call option on a stock that does not pay dividends is given by c = S*N(d1) - X*e(-rT)*N(d2) Given a

The valuation of a European call option on a stock that does not pay dividends is given by c = S*N(d1) - X*e(-rT)*N(d2) Given a strike price of 75, a spot price of 70, volatility of 25%, time to expiry of 0.33 years, a risk free rate of 8%, N(d1) = 0.411078 and N(d2) = 0.356293, what is the price of a call option?

*2.9317

*2.7498

*2.5412

*3.0241

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