Time to expiration 6 months Standard deviation 508 per year = $ 50 = $ 50 Exercise price Stock price 38 Interest rate Dividend Use the Black-Scholes formula to find the value of a call option on the above stock: Calculate the value of a call option. (Do not round intermediate calculations. Round your answer to 2 decimal places.) You may refer to Example 16.4 in the textbook (Chapter 16) on how to implement the Black-Scholes model and, in particular, on how to find N(d1) and N(d2)