You purchase a call option for $8.79 with 12 months to expiration on a stock you expect to increase 25.00%. The strike price of the option is $57.50 The stock is currently priced at $57.50. Its standard deviauon is 34.00% It pays a 0.00% dividend. The risk-free rate is 4.00% If the stock rises exactly as you expect, but it takes 6 months, what is the gain on your options trade as a percent (or decimal)? Use these values as a part of your calc's: N(d1)0.87115 N (d2) 0.81365 104.54% 90.67% 108.26% 95.57% 100.46%