An analyst is interested in using the Black-Scholes model to value call options on the stock of Ledbetter Inc. The analyst has accumulated the following information: The price of the stock is $30 * The strike price is $22. The option matures in 4 months. . The standard deviation of the stock's returns is 0.40. . The risk-free rate is 4%. Using the Black-Scholes model, what is the value of the call option? $12.12 $10.20 $8.51 $4.88 $6.48