An investor want to invest in non-dividend paying stock having four months maturity. The exercise price and the current stock prices are $29 and $30 respectively. The stock volatility is expected to be 25%. The prevailing risk-free interest rate in the marker is 5%. Calculate the price of a European call option. (a) The price of a European call option is $1.12. (b) The price of a European call option is $2.52. (c) The price of a European call option is $4.63. (d) The price of a European call option is \$2.17