$($a$)$ AXX stock is now trading at RM$40\mathrm{.}00.$ The stock has price volatility $($standard

deviation$)$ of $30\%.$ Calculate the fair value of a call option using BSOPM based

on the following information:

Maturity $=180$ days

Interest rate $($rf$)=12\%$

Exercise price $=$ RM$35\mathrm{.}00$

$(15$ marks$)$