bmp.Save returns FileNotFound - c++

Question

I wrote a program to save a BMP of a Greek word.
Here it is:
#include <Windows.h>
#include <gdiplus.h>
#include <iostream>
#pragma comment(lib,"gdiplus.lib")
using namespace Gdiplus;
using namespace std;
int main()
{
// Initialize GDI+.
GdiplusStartupInput gdiplusStartupInput;
ULONG_PTR gdiplusToken;
GdiplusStartup(&gdiplusToken, &gdiplusStartupInput, NULL);
{
// Create a bitmap.
Bitmap bmp(500, 500, PixelFormat24bppRGB);
Graphics graphics(&bmp);
// Set the font.
FontFamily fontFamily(L"Arial");
Font font(&fontFamily, 36, FontStyleRegular, UnitPixel);
graphics.SetTextRenderingHint(TextRenderingHintAntiAlias);
graphics.SetSmoothingMode(SmoothingModeHighQuality);
// Draw the text.
SolidBrush brush(Color(255, 0, 0, 0));
WCHAR text[] = L"ΔΙΔΑΣΚΑΛΙΑ";
PointF origin(100.0f, 100.0f);
graphics.DrawString(text, -1, &font, origin, &brush);
// Save the bitmap.
Status test = bmp.Save(L"greek_word.bmp", &ImageFormatBMP);
printf("%d", test);
}
// Clean up GDI+.
GdiplusShutdown(gdiplusToken);
return 0;
}
For some reason, it creates the BMP, but it has a file size of 0.
And, for some reason, bmp.Save returns a FileNotFound error.
Anyone know why I am getting this strange behavior?
Thanks.