Question: EEE 2L | T AaBbCcDc AaBbCcDc AaBbcc AaBbCcL I Normal I No Spac... Heading 1 Heading 2 Paragraph Styles Table 223 Cabostire Probabilities of the


EEE 2L | T AaBbCcDc AaBbCcDc AaBbcc AaBbCcL I Normal I No Spac... Heading 1 Heading 2 Paragraph Styles Table 223 Cabostire Probabilities of the Standard Normal Distribution Function (for One Tan 0.06 9.07 z 0.0 0.1 0.2 03 0.4 0.5 0.6 0.7 0.8 0.9 1.0 1.1 1.2 1.3 1.4 1.5 1.6 1.7 0.00 0.01 0.02 9.03 0.04 9.05 0.08 0.09 0.0000 0.0040 0.0080 0.0120 0.0160 0.0199 0.0239 0.0279 0.0319 0.0359 0.0398 0.0438 0.0478 0.0517 0.0557 0.0596 0.0636 0.0675 0.0714 0.0753 0.0793 0.0832 0.0871 0.0910 0.0948 0.0987 0.1026 0.1064 0.1103 0.1141 0.1179 0.1217 0.1255 0.1293 0.1331 0.1368 0.1406 0.1443 0.1480 0.1517 0.1554 0.1591 0.1628 0.1664 0.1700 0.1736 0.1772 0.1808 0.1844 0.1879 0.1915 0.1950 0.1985 0.2019 0.2054 0.2083 0.2123 0.2157 0.2190 0.2224 0.2257 0.2291 0.2324 0.2357 02389 0.2422 0.2454 0.2486 0.2517 0.2549 0.2580 0.2611 0.2642 0.2673 0.2704 0.2734 0.2764 0.2794 0.2823 0.2852 0.2881 0.2910 0.2939 0.2967 0.2995 0.3023 0.3051 0.3078 03106 0.3133 0.3159 03186 0.3212 03238 0.3264 03289 03315 0.3340 03365 0.3389 0.3413 0.3438 0.3461 0.3485 0350803531 03554 03577 03599 03621 0.3643 0.3665 0.3686 0.3708 0.3729 0.3749 03770 03790 03810 0.3830 0.3849 03869 0.3888 0.3907 0.3925 0.3944 0.3962 0.3980 0.3997 0.4015 0.4032 0.4049 0.4066 0.4082 0.4099 0.4115 0.4131 0.4147 0.4162 0.4177 0.4192 0.4207 0.4222 0.4236 0.4251 0.4265 0.4279 0.4292 0.4306 0.4319 0.4332 0.4345 0.4357 0.4370 0.4382 0.4394 0.4406 0.4418 0.4429 0.4441 0.4452 0.4463 0.4474 0.4484 0.4495 0.4505 0.4515 0.4525 0.4535 0.4545 0.4554 0.4564 0.4573 0.4582 0.4591 0.4599 0.4608 0.4616 0.4625 0.4633 0.4641 0.4649 0.4656 0.4664 0.4671 0.4678 0.4686 0.4693 0.4699 0.4706 0.4713 0.4719 0.4726 0.4732 0.4738 0.4744 0.4750 0.4756 0.4761 0.4767 0.4772 0.4778 0.4783 0.4788 0.4793 0.4798 0.4803 0.4808 0.4812 0.4817 0.4821 0.4826 0.4830 0.4834 0.4838 0.4842 0.4846 0.4850 0.4854 0.4857 0.4861 0.4864 0.4868 0.4871 0.4875 0.4878 0.4881 0.4884 0.4887 0.4890 0.4893 0.4896 0.4898 0.4901 0.4904 0.4906 0.4909 0.4911 0.4913 0.4916 0.4918 0.4920 0.4922 0.4925 0.4927 0.4929 0.4931 0.4932 0.4934 0.4936 0.4938 0.49400.4941 0.4943 0.49450.4946 0.49480.49490.4951 0.4952 0.4953 0.4955 0.4956 0.4957 0.4959 0.4960 0.4961 0.49620.4963 0.4964 0.4965 0.4966 0.4967 0.4968 0.49690.4970 0.4971 0.4972 0.4973 0.4974 0.4974 0.4973 0.4976 0.4977 0.49770.4978 0.4979 0.4979 0.4980 0.4981 0.4981 0.4932 0.4982 0.4933 0.4934 0.4934 0.4985 0.4935 0.4986 0.4936 0.4987 0.4987 0.4937 0.4988 0.49880.4989 0.49890.4939 0.4990 0.4990 1.8 1.9 2.0 2.1 2.3 2.4 2.5 2.6 2.7 2.8 2.9 3.0 93 er 22 Saved Help Save & Ext Submit Stock price =$85 Exercise price = $80 Risk-free rate - 3.80% per year, compounded continuously Maturity = 5 months Standard -55% per year deviation Find the call price of the option by using the Table provided to you in class (or at the back of your textbook). Round your Z scores to 2 decimal spaces and provide an answer accurate to the nearest cent without the $ sign. Fill in the blank
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