A call option has an exercise price of $$68$ and matures in $6$ months. The current stock price is $$76,$ and the risk$-$free rate is $6\mathrm{.}6$ percent per year, compounded continuously. What is the price of the call if the standard deviation of the stock is $0$ percent per year? $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$