Question: 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

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 The price of the stock is S30. . 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? Points: 1 $6.48 O $4.88 O S10.20 o $3.51 O $12.12

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