10. Given the following information and based on the Black-Scholes Option Pricing Model, what is the value of a nine-month European call option with a strike price of S45? a) $2.03. b) $4.86. Current Asset Price = $48.00 c) $6.69. Exercise Price = $45.00 $8.81. Time to Expiration = 0.75 years None of the above is correct. Risk-Free Rate = 0.05 (5%) N(d,) = 0.7189 N(dz) = 0.6417