A share in Pear plc is priced at $12\mathrm{.}50.$ The volatility of the $($continuously compounded$)$ rates of return on the shares is $38$ percent per year. The $3-$month risk$-$free interest rate $($continuously compounded$)$ is $7$ percent per year. European style call and put options with an expiry of $3$ months $(0\mathrm{.}25$ year$)$ and a strike price of $12\mathrm{.}00$ are available. No dividends are expected on Pear plc shares during the life of these options.

a$)$ Using the Black Scholes model, find the current price of the call options.