Use the following information to price a call option with Black-Scholes option price formula. Current stock price is $45, the volatility is 35% and the risk-free rate is 5%. The option expires in 6 months with an exercise price of $40. $2.36 $5.99 $7.80 $10.56 Use the following information to price a call option with Black-Scholes option price formula. Current stock price is $45, the volatility is 35% and the risk-free rate is 5%. The option expires in 6 months with an exercise price of $40. $2.36 $5.99 $7.80 $10.56