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answer asap thanks thumbs up if correct Assume the spot price of the S&P 500 is 2250, its implied volatility is 18% per annum, and

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Assume the spot price of the S&P 500 is 2250, its implied volatility is 18% per annum, and the current risk-free rate is 1.65% per annum (both compounded continuously). For a 2-month European option with a strike price of 2.200, Nd1 )=0.6480, N(d2 )-0.6204. Assume no dividends will be paid over the next 2- month period. Based on the Black-Scholes Merton Model (BSM), what is the price of a 2-month European call with a strike price of 2.200? O cs 120 120

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