What Is the Call Option Premium Given the Following Information

Multiple Choice

What is the call option premium given the following information?
$$\begin{array} { l } \text { Stack price }&\$47 \\\text {Strike price } &\$40\\\text { Standard deviation }&44\% \\\text { Risk-free rate } &4\%\\\text { Dividend yield }&0\% \\\text { Time (years) }&.25\end{array}$$

A) $7.16
B) $7.78
C) $8.58
D) $9.03
E) $9.49