+ Webcam uestion 33 (1 point) Using the Black-Scholes Merton model adjusted for cash flows on the underlying to calculate the price of a call option in which the underlying is priced at 225: the exercise price is 200; the continuous compounded risk-free rate is 5.25 per cent: the time to expiry is 3 years, and the volatility is 0.15 (15%). Calculate the value of the call option if the present value of cash flows over the life of the option is 1972. 1) 38.50 O2) 39.78 3) 40.25 4) 41.28 + Webcam uestion 33 (1 point) Using the Black-Scholes Merton model adjusted for cash flows on the underlying to calculate the price of a call option in which the underlying is priced at 225: the exercise price is 200; the continuous compounded risk-free rate is 5.25 per cent: the time to expiry is 3 years, and the volatility is 0.15 (15%). Calculate the value of the call option if the present value of cash flows over the life of the option is 1972. 1) 38.50 O2) 39.78 3) 40.25 4) 41.28