The underlying stock for a European exchange option has S = $27.15, div = 2.0%, and

sigma= 0.18. The strike stock has S = $30.00, div = 0.0%, andsigma= 0.22. The two stocks have a correlation coefficient of 0.73. If the exchange option expires in 2 years, what is the price of the call using a Black-Scholes approach? (sigma as the volatility)

I need to see the work to understand how it is solved, is there an excel spreadsheet to plug numbers in?