The Black-Scholes Model
Find the Black-Scholes model price for a call on SilGrah Stock, give that the stocks are currently traded at $40, the strike price of the call is $40, the time to expiration is 3 months, the risk free rate is 5% per annum, and the standard deviation, \sigma, is 0.25. The stock does not pay dividend. (Using the cumulative standard normal distribution table. Please show your steps)