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When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6%, the volatility is 20% and the time

When the non-dividend paying stock price is $20, the strike price is $20, the risk-free rate is 6%, 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

Group of answer choices

20N(0.1)-19.7N(0.2)

20N(0.2)-19.7N(0.1)

19.7N(0.2)-20N(0.1)

19.7N(0.1)-20N(0.2)

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