he price of a non$-$dividend paying stock is $$200.$ The stock volatility is $20\%$ and the risk$-$free rate is $1\%,$ both per annum with continuous compounding. Using the Black$-$Scholes$-$Merton model, what is the value of $1-$year, at$-$the$-$money call options on the stock?

Group of answer choices

$$20\mathrm{.}31$

$$13\mathrm{.}57$

$$16\mathrm{.}86$

$$10\mathrm{.}24$