The underlying stock for a European exchange option has S = $27.15, div = 2.0%, and σ= 0.18. The strike stock has S = $30.00, div = 0.0%, and σ= 0.22. The two stocks have a correlation coefficient of 0.73. 1f the exchange option expires in 2 years, what is the price of the call using Black-Scholes approach?