Black-Scholes Model

Use the Black-Scholes model to find the price for a call option with the following inputs: (1) current stock price is $21, (2) strike price is $24, (3) time to expiration is 5 months, (4) annualized risk-free rate is 4%, and (5) variance of stock return is 0.17. Round your answer to the nearest cent. In your calculations round normal distribution values to 4 decimal places.