Problem #14: The stock price 6 months from the expiration of a European option is $102, the exercise price of the option is [2 marks] $79, the dividend yield is 5% per annum, the risk-free interest rate is 11% per annum, and the volatility is 11% per annum. Use the Black-Scholes-Merton formula to find the price of this call option. (A) 25.71 (B) 21.71 (C) 24.71 (D) 22.71 (E) 23.71