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A stock is currently priced at $69 and has an annual standard deviation of 49 percent....

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Finance

A stock is currently priced at $69 and has an annual standarddeviation of 49 percent. The dividend yield of the stock is 3.6percent, and the risk-free rate is 6.6 percent. What is the valueof a call option on the stock with a strike price of $66 and 57days to expiration?

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A stock is currently priced at $69 and has an annual standarddeviation of 49 percent. The dividend yield of the stock is 3.6percent, and the risk-free rate is 6.6 percent. What is the valueof a call option on the stock with a strike price of $66 and 57days to expiration?

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