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Question 31 2.5 pts IBM stock currently sells for 44 dollars per share. Over 5...

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Question 31 2.5 pts IBM stock currently sells for 44 dollars per share. Over 5 months the price will either go up by 13.5 percent or down by -6.5 percent. The risk-free rate of interest is 7.0 percent continuously compounded. A call option with strike price 45 and maturity 5 months has a delta of 0.56136. What is the value of this call option? O 2.5694 O 0.95552 0 2.2694 O 1.6465 1.9758

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