Assume we are given cumulative probabilities under the Z distribution, NdI and Nd2 also called the standard normal distribution. It is also given that the value of the underlying stock, So =$120, X =...

Assume we are given cumulative probabilities under the Z distribution, NdI and Nd2 also called the standard normal distribution. It is also given that the value of the underlying stock, So =$120, X = $108, f = 7.5%, ߪ =25%, and T = 3 months for a given European call option. Calculate the market value of the European call option using the Black-Scholes model.