Assume the Black-Scholes framework. For a non-dividend paying stock, you are given: i) The stock's continuously compounded expected rate of return is 7%. ii) The continuously compounded risk-free interest rate is 3%. iii)The stocks volatility is 25%. iv) The price of an at-the-money 1-year European call option on the stock is 13.05. Calculate the stock's current price. A. Less than 110 O B. At least 110 but less than 120 O C. At least 120 but less than 130 D. At least 130 but less than 140 O E. At least 140