Question 18 1 pts Consider a continuous-dividend paying stock whose current price is $40 per share. The stock's dividend yield is equal to 2% while its volatility equals 0.20. The continuously compounded, risk-free interest rate equals 1%. Using the Black-Scholes Merton pricing formula, calculate the price of a one-year, at-the-money European call option on the above stock $3.77 $3.92 $3.25 $3.52 $4.01