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Question 19: A European call option of maturity of 3 months is trading. The current...

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Question 19: A European call option of maturity of 3 months is trading. The current stock price is $29. The option has a strike price of $32. The risk-free rate and volatility of the stock is 3% and 18% respectively. Determine the call option price value based on the Black-Scholes formula. A: The call option price is $0.22. B: The call option price is $1.05. C: The call option price is $0.29. D: The call option price is $9.47

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