Questions 11-14 are based on the following information on the Black-Scholes (BS) model. index level = 1890 exercise price = 1988 time to option maturity = 0.49 years continuously compounded risk-free rate = 2% estimated continuously-compounded dividend yield on the index = 6% per year estimated index return standard deviation = 30% Based on the above input, what is the European call price using the BS model