Question: Use the Black-Scholes model to value a call option with the following data: Price $32 Exercise price 29 Risk-free rate 0.03 time to expiry 0.5

Use the Black-Scholes model to value a call option with the following data: Price $32 Exercise price 29 Risk-free rate 0.03 time to expiry 0.5 0.31557 2 0.099584 d1= 0.619948 d2= 0.396806 Nd1= 0.732354 Nd2= 0.654245

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