Here we denote the price of a stock at time t by S(t). Consider a European gap call option on a stock that pays at expiration t = T the amount S(T) K1 if S(T) K and zero otherwise, where K = 110 and K1 = 105. Suppose that T = 1/2 (6 months). The stock currently trades for 100 per share and pays dividends with a continuously compounded annual yield of = 0.03. The annual continuously compounded risk-free interest rate is r = 0.07. The volatility is = 0.25. Find the Black-Scholes price of this option. Show your work. Use two decimals in your final answer