A European call option written on one share of Medident Corp. has the following parameter values: S=$220,X=$20 0,r=5% p.a., sigma =40% p.a., T=3 months. Find the call option's premium, rounded to 2 decimals (e.g., 3.24 ). Do NOT include the $ sign in your answer; write only the numerical value. NOTE: Use the continuous time version of the Black-Scholes equation (i.e., do NOT use the book's version)