Consider a security priced S(t) with o = 0.22 where the risk free rate r = 0.01. Use FinancialDerivative [ ] to plot the values of a European call option for a strike K = 102 and expiry T = 0.5 at t = 0.25 for 60 S(t) 140. With the same parameters above, use FinancialDerivative [ ] to plot the values of an at-the-money European call option at t = 0.25 for values of 0.1 5 o 0.3. Solve on Mathematica