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What's the answer please? Please do not use any sort of AI as they provide wrong/different answers! Thank you Question 11 (2 points) Investor is

What's the answer please?
Please do not use any sort of AI as they provide wrong/different answers! Thank you
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Question 11 (2 points) Investor is analyzing a call option with an Exercise price of $39 and the current stock price of the underlying asset is $33. The risk free rate is 30%. In a year the stock price will either be $45 or 42 . What is the call option price? Round the Call option price to two decimals (e.g. 22.05) and the unit is (\$). Your Answer: Answer units

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