A stock is currently priced at $50. The stock will never pay a dividend. The risk free rate is 12 percent per year, compounded continously, and the standard devation of stock's return is 60 percent. A European call option on the stock has a strike price of $100 and no expiration date, meaning that it has an infinite lif.e Based on Black-Scholes, what is the value of the call option? Do you see a paradox here? Do you see a way out of the paradox?