What is the value of the European call option on a non-dividend-paying stock when the stock price is $60, the strike price is $59, the risk-free interest rate is 5% per annum, the volatility (Standard Deviation) is 30% per annum, and the time to maturity is three months? c=SN(d)-Ke -Ke-TN (d2) where In () + (r+) T T d=- and d = In () + (-)T OT A. 60N(0.1204) - 58.26*N(0.2704) B. 60N(0.1204) -58*N(0.2704) OC. 60N(0.2704) -58.26*N(0.1204) OD. 58.26 N(0.1204)-60*N(0.2704)

What is the value of the European cal option on a non-dvidend-poying stock when the stock, price is $60, tho strike price is $59, the riak:tree intereat rate is 5N por annim, the c=s/N(d1)KerN(d2) where d1=dTth(xy1)+(r+2e1)x and dy=Tln(x3)+(xxx2)T