Additional Problem 3 Assume that the Black-Scholes framework holds. You are given: i. The current price of the stock is 105 . ii. The continuously compounded risk-free rate of return is 9%. iii. The expected return of the stock is 15% (i.e., =15% ). iv. The stock pays continuously compounded dividends at a rate of 7%. v. The Sharpe ratio of the 1-year 100-strike call option is 24%. Find the volatility of the call option ( call)