What is the value of a 9-month call with a strike price of, Financial Management

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What is the value of a 9-month call with a strike price of

What is the value of a 9-month call with a strike price of $45 given the Black-Scholes option pricing model and the following information?

Stock price $47

Risk-free rate 5 percent

Standard deviation 49 percent

N(d1) .656533

N(d2) .491490

1. $33.47

2. $13.69

3.$22.82

4.$9.55

5. $39.56

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