$14.$ A non$-$dividend paying stock is trading at $20$; the exercise price of it's European call is $18.$

The risk$-$free rate is $6\mathrm{.}0\%$ per annum, the volatility is $39\mathrm{.}60\%$ per annum, and the maturity is $6-$months.

What is the price of this European Call Option?

Formula: European c$0=$ S$0$ N$($d$1)-$ X e $$ rcT N$($d$2)$

$[$Caution: find the value of N$($d$1)$ and N$($d$2)$ using Normsdist in Excel$]$