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14: The stock price 4 months from the expiration of a European option is $144, the exercise price of the option is $66, the dividend

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14: The stock price 4 months from the expiration of a European option is $144, the exercise price of the option is $66, the dividend yield is 6% per annum, the risk-free interest rate is 10% per annum, and the volatility is 16% per annum. Use the Black-Scholes-Merton formula to find the price of this call option. (A) 79.31 (B) 76.31 (C) 78.31 (D) 80.31 (E) 77.31 14: Select

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