Question

Roslin Robotics stock has a volatility of 34 % and a current stock price of $56...

Roslin Robotics stock has a volatility of 34 % and a current stock price of $56 per share. Roslin pays no dividends. The​ risk-free interest is 4%. Determine the​ Black-Scholes value of a​ one-year, at-the-money call option on Roslin stock.

The​ Black-Scholes value of a​ one-year, at-the-money call option on Roslin stock is $_______

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