A company compensates executives with 10-year Euaropean call options which is granted at the money. If there is a significant drop in the share price, the company's board will reset the strike price of the options to equal the new share price. Then , the maturity of the repriced option will equal the remaining maturity of the original option. Suppose volatility= 30%, r= 6%, dividends = 0% and the original share price is $100. Calculate the repricing trigger that maximizes the initial value of the option (please show the formulas that you use)