You are considering the purchase of 100 units of a 3-month 18-strike European call option on a stock. You are given: (i) The Black-Scholes framework holds. (ii) The stock is currently selling for 20. (iii) The stocks volatility is 25%. (iv) The stock pays dividends continuously at a rate of 3%. (v) The continuously compounded risk-free interest rate is 5%. Calculate the price of the block of 100 options