What Is the Call Option Premium Given the Following Information

Multiple Choice

What is the call option premium given the following information?
$\begin{array}{lr}\text { Stock price } & \$ 36.00 \\\text { Strike price } & \$ 30.00 \\\text { Volatility } & 16\% \\\text { Pividend Yield } & 0 \\\text { Time (years) } & .75\\\text { Rigk-free Rate }&2.70\%\end{array}$

A) $5.91
B) $6.28
C) $6.75
D) $6.90
E) $7.13