A call option has an exercise price of $81 and matures in 6 months. The current stock price is $87, and the risk-free rate is 7 percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is O percent per year? a. $87.00 b. $47.89 c. $9.14 d. $8.79 d. $81.00