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A derivative trading firm sells a European-style call option on stock JKJ with a time to expiration of 9 months, a strike price of EUR 45, an underlying asset price of EUR 67, and implied annual volatility of 27%. The annual risk-free interest rate is 2.5%. What is the trading firm's counterparty credit exposure from this transaction?
A
EUR 0
B
EUR 9.45
C
EUR 19.63
D
EUR 22.00