Use the Black$-$Scholes formula or template in Canvas for the following stock:

Time to expiration $6$ months

Standard deviation $58\%$ per year

Exercise price $$56$

Stock price $$55$

Annual interest rate $7\%$

Dividend $0$

Calculate the value of a call option.

answer choice

$$8\mathrm{.}41$

$$9\mathrm{.}33$

$$13\mathrm{.}67$

$$14\mathrm{.}74$