Question: Mario & Bros' stock does not pay dividends. Mario currently trades at $14.50 per share and has an annual volatility o of 65%. The continuous

Mario & Bros' stock does not pay dividends. Mario currently trades

Mario & Bros' stock does not pay dividends. Mario currently trades at $14.50 per share and has an annual volatility o of 65%. The continuous risk-free rate is 5% per year. What is the price of a 9-month European call option on Mario with an exercise price of $20? Use the Black-Scholes pricing model. O $1.62 O $7.49 O $1.81 O $10.02 O $6.57

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