Roslin Robotics stock has a volatility of 36% and a current stock price of $51 per share. Roslin pays no dividends. The? risk-free interest is 5%. Determine the Black-Scholes value of a? one-year, at-the-money call option on Roslin stock.
The? Black-Scholes value of a? one-year, at-the-money call option on Roslin stock is: ?$ ____