Assume the lognormal model and Black-Scholes framework

enote tile price at tillle ? ?? a stock that pays no dividends. consider a European call option with exercise date (i.e. expiration time) T> 0 and exercise price i.e. strike price) S(0) You are given: e", where r is the continuously compounded risk-free interest rate (i) S(0)=100 (ii) T=10 (ii) Varlln S()0.4t Determine the price of the call option