3. Let S(t) denote the price at time t of a stock that pays no dividends. Consider a European call option with exercise date (i.e. expiration time) T >0 and exercise price (i.e. strike price) S(Oert, where r is the continuously compounded risk-free interest rate. You are given: (i) S(0) = 100 (ii) T = 10 (iii) Var(In S(t)] = 0.40 Determine the price of the call option. 3. Let S(t) denote the price at time t of a stock that pays no dividends. Consider a European call option with exercise date (i.e. expiration time) T >0 and exercise price (i.e. strike price) S(Oert, where r is the continuously compounded risk-free interest rate. You are given: (i) S(0) = 100 (ii) T = 10 (iii) Var(In S(t)] = 0.40 Determine the price of the call option