You are interested in buying a European call option on a stock, Upstart Inc. which has been on hype recently. Upstart pays no dividends. The information on the call option are as follows: Strike price: $95 Days to expiration: 87 days Current stock price: $124.87 Annual volatility: 38% Risk-free interest rate: 6.84% Use the appropriate model to compute the price of the call option. 30.45 31.87 28.73 35.83