Stock ABC has a current price of $100 and does not pay any dividends. An options trader, an alumnus of Derivatives class, sells a European call option written on this stock with a strike of $100. The call option will expire in one year. The trader estimates the volatility of the stock to be 20% per year. Finally, current interest rate is at 5% annually. How much does the trader can expect to receive according to the Black-Scholes model? O 8.11 19.33 10.45 O 15.09