Use the data in the table below to calculate the Black-Scholes-Merton prices of the 22.50, JAN call given that there are 112 days till the JAN expiration, the VOL, = 25%, and the annual risk-free rate with continuous compounding is 5%. In your calculation, use the interpolation in order to calculate N(d1) and N(d2).

S	K	Calls			Puts
		NOV	DEC	JAN	NOV	DEC	JAN
25	20	-	-	7.30	.10	-	.55
25	22.50	3.20	3.40	-	.60	-	1.25
25	25	1.50	-	4.00	1.40	1.95	2.10
25	27.50	.60	.88	-	3.50	-	4.00
25	30	.16	.55	.90	5.10	5.40	5.50