Taggart Transcontinental’s stock has a volatility of 25% and a current stock price of $30, per share. Taggart pays no di

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Taggart Transcontinental’s stock has a volatility of 25% and
a
current stock price of $30, per share. Taggart pays no
dividends. The risk-free interest rate is 4%. Using Black-Scholes
Model:
a. What is the value of a 6-month at-the-money call option? Mark
the correct answer.
$2.2
$2.4
$2.8
$2.6
$2.1
b. What is the value of a 6-month at-the-money put option? Mark
the correct answer.
$2.0
$1.8
$1.5
$2.2
$1.6