Consider shares that are currently trading on the Stock Exchange at $2.40. Our view is that the stock price will be steady for the next three months, so we decide to sell some three-month out-of-the-money calls with exercise price at 2.50 in order to enhance our returns by receiving the option premium. Risk-free government securities are paying 1.60% and the stock is yielding $ 0.441%. The stock volatility is 4.6%. We use the BSM model to value the calls. Which statement is correct? Put down The BSM model inputs. {underlying, exercise, expiration, risk-free rate, dividend yield, and volatility}