Assume that the current price of FGX stock is $$33,$ that a $6$ month call option on the stock has a strike or exercise price of $$35\mathrm{.}00,$ the risk free rate is $4\%,$ and that you have calculated N$($d$1)$ as $\mathrm{.}65$ and N$($d$2)$ as $\mathrm{.}55.$ Use the Black$-$Scholes model to calculate the price of the option.