A stock currently trades for $130 per share. Options on the stock are available with a strike price of $125. The options expire in 10 days. The risk-free rate is three over this time period, and the expected volatility is 0.35. Use the Black-Scholes option pricing model to calculate the price of a call option.

a) $3.93

b) $8.17

c) $4.35

d) $6.19

e) $5.19