xyz stock is currently trading at $77.75 per share. European call options on the stock, with a strike price of $80, are available. The options expire in 3 months. if the risk-free rate of interest is 10%, what is the value of the call options using the black-scholes-merton model? volatility is 18%.

A) $2.66

B )$2.94

C) $5.36

D) $2.26

E) $1.19