The share price of your favourite company is currently traded at a price of 60 and interest is compounded continuously at rate 3.7% per year. Assume that the share evolves according to a discrete time LogNormal process with time measured in years, drift = 0.15 and volatility o = 0.24. You decide to buy a European call option with a strike price of 63 and an expiration date of two years from now. What is the no- arbitrage price for this option? State your answer to the nearest pence. Do not enter the pound sign.