Problem #14: The stock price 2 months from the expiration of a European option is $135, the exercise price of the option is [2 marks] $86, the dividend yield is 7% per annum, the risk-free interest rate is 10% per annum, and the volatility is 18% per annum. Use the Black-Scholes-Merton formula to find the price of this call option. (A) 49.86 (B) 48.86 (C) 52.86 (D) 50.86 (E) 51.86 Problem #14: Select v