stock price = 30 strike = 35 term = 0.5 rf = 0.01 volatility = 0.2

Recall that the Black-Scholes formula for the price of a call option is: Call = SoN(di) - Ke='T N(dz) di = ovalo So K +(+*_*) 262] d2 = d - OVT Write an expression that can calculate the price of a call option using the Black-Scholes formula, given the follwowing variables: stock_price = price of underlying stock at timet strike = strike price of the options contract term = remaining time in years left on the option contract rf = annual risk-free rate volatility = annualized volatility of the underlying stock