What Is the Call Option Premium Given the Following Information

question 1

Multiple Choice

What is the call option premium given the following information?
$\begin{array}{lr}\text { Stock price } & \$ 36.00 \\\text { Strike price } & \$ 30.00 \\\text { Volatility } & 16\% \\\text { Pividend Yield } & 0 \\\text { Time (years) } & .75\\\text { Rigk-free Rate }&2.70\%\end{array}$

• A)$5.91
• B)$6.28
• C)$6.75
• D)$6.90
• E)$7.13

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