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Calculate the value of a call option for the following stock using the Black-Scholes formula:...

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Accounting

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Calculate the value of a call option for the following stock using the Black-Scholes formula: Time to expiration 6 months Standard deviation 55$ per year Exercise price $56 Stock price 551 Annual interest rate SU Dividend 0 (Enter your intermediate naswers in the boxes below rounded to 4 decimal places.) dy dz Nid) Nid) N(d) N(d) (Enter the value of the call option rounded to 2 decimal places.) Value of the call option

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