Question: a Problem 3 (10 Points) Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current price is

a Problem 3 (10 Points) Use the Black-Scholes model to find

a Problem 3 (10 Points) Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current price is $50, (2) strike price is $50, (3) time to expiration is 1 year, (4) annualized risk-free rate is 4%, and (5) variance of the stock return is 0.16

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