Question: This problem involves the Black-Scholes European option pricing formulas. Consider what happens to the call option price PE(S,t) in the limit as t+T. Numerically evaluate

This problem involves the Black-Scholes European option pricing formulas. Consider what

This problem involves the Black-Scholes European option pricing formulas. Consider what happens to the call option price PE(S,t) in the limit as t+T. Numerically evaluate this limit for r = 2%, S = $100, 0 = 0.20, and E = $150. Round your numerical answer, in dollars, to the nearest integer

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