What Is the Call Option Premium Given the Following Information

Multiple Choice

What is the call option premium given the following information?
$\begin{array}{lrr} \text { Stock price } &\$45.00\\ \text { Strike price } &\$40.00\\ \text { Volatility } &35\%\\ \text {Dividend Yield } &0\\ \text { Time (years) } &.50\\ \text { Risk-free Rate } &3.50\%\\\end{array}$

A) $4.63
B) $5.28
C) $6.39
D) $7.60
E) $8.66