15. The current price of a stock is 100. Suppose that the logarithm of the price of the stock changes according to a Brownian motion with drift coefficient μ = 2 and variance parameter σ2 = 1. Give the Black-Scholes cost of an option to buy the stock at time 10 for a cost of

(a) 100 per unit.

(b) 120 per unit.

(c) 80 per unit.