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What is the value of a call given the Black-Scholes model and the following information? Stock price $44 Exercise price $40 Time to expiration .75

What is the value of a call given the Black-Scholes model and the following information? Stock price $44 Exercise price $40 Time to expiration .75 Risk-free rate 4.5% Standard deviation 25% N(d1) .759395 N(d2) .687172 A. $4.86 B. $9.27 C. $2.03 D. $8.81 E. $6.84

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