7. (10 points) The current price of stock A is $100. The standard deviation is 25% a year, and the interest rate is 20% a year. A one-year call option on stock A has an exercise price of $100. (Hint: You can use the Excel function NORMSDIST to find N(di) and N(da).) Calculate the up and down moves of stock A and value the option on stock A by using the Black Scholes model