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Use Black-Scholes model to price a European call option Use the Black-Scholes formula to find the...

Use Black-Scholes model to price a European call option

Use the Black-Scholes formula to find the value of a call option based on the following inputs. [Hint: to find N(d1) and N(d2), use Excel normsdist function.] (Round your final answer to 2 decimal places. Do not round intermediate calculations.)

Stock price $ 57
Exercise price $ 61
Interest rate 0.08
Dividend yield 0.04
Time to expiration 0.50
Standard deviation of stock’s returns 0.28

Call value            $

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