Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share. Roslin pays no dividends. The risk-free interest rate is 5%. Determine the Black-Scholes value of a one-year,...

Roslin Robotics stock has a volatility of 30% and a current stock price of $60 per share. Roslin pays no dividends. The risk-free interest rate is 5%. Determine the Black-Scholes value of a one-year, at-the-money call option (i.e. strike price = 60) on Roslin stock.