# Question: what is the price of a european call option on...

###### Question details

What is the price of a European call option on a non-dividend-paying stock when the stock price is $69, the strike price is $70, the risk-free interest rate is 5% per annum, the standard deviation is 35% per annum, and the time to maturity is six months? (hint: use the BS model)

Select one: