10. You are given the following information about a 6-month European call option: The current stock price is 35. The strike price of the call is 40. The expected annual return on the stock is 18%. The annual volatility of the stock price is 24%. The stock's price S, is lognormally distributed. The stock pays no dividends Determine the probability that the call option will be exercised. 10. You are given the following information about a 6-month European call option: The current stock price is 35. The strike price of the call is 40. The expected annual return on the stock is 18%. The annual volatility of the stock price is 24%. The stock's price S, is lognormally distributed. The stock pays no dividends Determine the probability that the call option will be exercised