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Boston Scientific Corporation common stock currently sells for $18.70 per share, and the standard deviation...

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Boston Scientific Corporation common stock currently sells for $18.70 per share, and the standard deviation of returns is 32.54%. A call option with a strike price of $20.50 is currently trading on the market. The option expires in two months, and the risk-free rate of return is 1.5%. Boston Scientific does not pay a dividend. According to the Black-Scholes model, a decrease in Boston Scientific's stock price of $1 will lead to: an increase in the price of the Boston Scientific call option of $0.27 a decrease in the price of the Boston Scientific call option of $0.27 an increase in the price of the Boston Scientific call option of $0.73 a decrease in the price of the Boston Scientific call option of $0.23

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