Use the Black-Scholes Option Pricing Model for the Following Problem

Multiple Choice

Use the Black-Scholes Option Pricing Model for the following problem.Given: S_O= $70;X = $70;T = 70 days;r = 0.06 annually (0.0001648 daily) ;σ = 0.020506 (daily) .No dividends will be paid before option expires.The value of the call option is

A) $10.16.
B) $5.16.
C) $0.00.
D) $2.16.
E) none of these.