An investor buys a call option on a non-dividend paying stock whose current price is 4 ,000.The strike price of the call is 5,250 and the time to expiry is 3 months, where the delta is
0.655. The risk-free rate of return over this period is 5% p.a.Use the  Black-Scholes price for a call option on a non-dividend-paying share where (⋅) = cumulative distribution function of the standard normal distribution.
Calculate the price of the call option.