What is the value of a European call option with an exercise price of $40 and a maturity date six months from now if the stock price is $28, the instantaneous variance of the return on the price is 5, and the risk free rate is 6 ...

We can use the BlackScholes formula equation 736 pricing European cal ...

What is the value of a European call option with an exercise price of $40 and a

Question:

What is the value of a European call option with an exercise price of $40 and a date six months from now if the stock price is $28, the instantaneous variance of the return on the price is .5, and the risk-free rate is 6%?
Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...