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A European call option has 6 month left till expiration. Current price of the underlying stock and the exercise price of the call are both

A European call option has 6 month left till expiration. Current price of the underlying stock and the exercise price of the call are both $50. risk-free interest rate is 3% expected annual stock price volatility is 20%. Based on the Black-Scholes formula how much should be the premium of this call option GivenN0.177=0.570 N0.219=0.578N0.035=0.514N-0.134=0.447

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