Question: all the answers provided for this question are wrong. please do help me out asap I've my finals today Cheryl Levin is the chief executive

all the answers provided for this question are wrong. please do help me out asap I've my finals today

Cheryl Levin is the chief executive officer of Mountainbrook Trading Company. The board of directors has just granted Cheryl 46.000 at-the-money- European call options on the company's stock, which is currently trading at $40 per share. The stock pays no dividends. The options will expire in five years and the standard deviation of the returns on the stock is 56 percent. Treasury bills that mature in five years currently yleld a continuously compounded interest rate of 6.5 percent. Use the Black-Scholes model to calculate the value of the stock options. (Do not round intermediate calculations and round your answer to 2 decimal places, e.g., 32.16.)

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