QUESTION 11 The current stock price of National Paper is 569, and the stock does...

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QUESTION 11 The current stock price of National Paper is 569, and the stock does not pay dividends. The risk-free rate of return is 10%. The standard deviation of National Paper's stock is 25% You want to purchase a call option on this stock with an exercise price of $70 and an expiration date 73 days from now. Using the Black-Scheles model, the call option should be worth today N(01)-0.5423 and N(42)-0.4978 $2.50 $2.94 53.26 $3.50

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