A stock's prices follow a lognormal model. The stock's current price is 50. The stock pays continuous dividends at a rate of 0.02. The continuously compounded risk-free interest rate is 0.04. The annual volatility is 0.25. A 1-year European call option on the stock has strike price 45. Simulate the stock's price using the following uniform [0,1) random numbers: 0.37; 0.85; 0.56. Using these numbers and inversion method to perform three trials, one number per trial, calculate the expected present value of the option