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 stock' s 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. Possible Answers Less than 110 At least 110 but less than 120 At least 120 but less than 130 At least 130 but less than 140 At least 140