Roslin Robotics stock has a volatility of 30% and a current stock price of $64 per share. Roslin pays no dividends. The? risk-free interest is 4%. 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 $?