When the non-dividend paying stock price is $20, the strike price is $20, the risk- free rate is 2%, the volatility is 20% and the time to maturity is 3 months which of the following is the price of a European call option on the stock? 1970 N(0.2) - 20.00*N(0.1) 20.00"N(0.1) - 19.90'N(0.0) 20.00"N(0.2) - 19.70 N(0.1) 19.90*NO.1) - 20.00*N(0.0)