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What is the value of a 9-month call with a strike price of $42.5 given the Black-Scholes option pricing model and the following information? Stock

What is the value of a 9-month call with a strike price of $42.5 given the Black-Scholes option pricing model and the following information?

Stock price

$46.5

Risk-free rate

5 percent

Standard deviation

50 percent

N(d₁)

.695267

N(d₂)

.531015

$35.06

$10.59

$14.34

$41.43

$23.90

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