consider the valuation of a European call on stock XYZ with a strike price of $110 and a term to maturity of three months. Assume the stock price is $50 today and it has a lognormal distribution with volatility of 30% over the life of the option. In addition, the continuously compounded risk free rate is 3% per year. Using the Black-Scholes formula, what is the theoretical value of the call?

Please include calculstions in answer. will give thumbs up!

preferably answer in excel if possible