Use the Following Information to Answer the Question(s)below

Multiple Choice

Use the following information to answer the question(s) below.
(Please use a copy of the Cumulative Probabilities for the standard normal distribution for these problems. )
Taggart Transcontinental's stock has a volatility of 25% and a current stock price of $40 per share.Taggart pays no dividends.The risk-free interest rate is 4%.
-Which of the following is NOT an input required by the Black-Scholes option pricing model?

A) The expected volatility of the stock
B) The expected return on the stock
C) The risk-free interest rate
D) The current stock price