$)$ Assume that the current price of DEY stock is $$27\mathrm{.}50,$ that a $6$ month call option on the stock has a strike or exercise price of $$25\mathrm{.}50,$ the risk free rate is $4\%,$ and that you have calculated N$($d$1)$ as $\mathrm{.}5476$ and N$($d$2)$ as $\mathrm{.}4432.$ Use the Black$-$Scholes model to calculate the price of the option.

A$)$ $$1\mathrm{.}74$

B$)$ $$4\mathrm{.}20$

C$)1\mathrm{.}98$

D$)($$$2\mathrm{.}50)$