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You are about to price a call option that has a strike price of $30 and a maturity of 9-months. You know the current risk-free

You are about to price a call option that has a strike price of $30 and a maturity of 9-months. You know the current risk-free rate for all periods up to a year is 4.95% with continuous compounding, the current stock price is $28.75, and the stocks volatility is 25%. Use CRR approach for u & d when needed. What would be the value of the call option using Black-Scholes Formula?

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