Use Black-Scholes Option (European) Pricing Model. Suppose a stock is trading today for $135.00. Stock annual volatility is 35.00%, and stock dividend yield is 2.50%. Suppose the annual risk-free rate is 3.50% and the option exercise price is $150.00. The option expires in 1.00 years (or 360 days). How much is the value of this Call option? Enter your answer in the following format: 12.34 Hint 1: The answer is between 13.25 and 15.65; Hint 2: N(d1) =0.4612.