Assume that the strike price is $$215($i$.$e$.,$ K$=$$$215),$ the annualized volatility of the Netflix stock is $0\mathrm{.}25,$ and that there are $20$ weeks until the end of the year $($i$.$e$.,$ T$-$t $=20/52=0\mathrm{.}3846).$ Assume the stock price at the end of July $2022$ is $$230$ Price the option that you picked using the Black$-$Scholes Merton Model. Assume that the interest rate is zero.