Cheryl Levin is the chief executive officer of Mountainbrook Trading Company. The board of directors has just granted Cheryl $40,000$ at$-$the$-$money European call options on the company$$s stock, which is currently trading at $$55$ per share. The stock pays no dividends. The options will expire in five years and the standard deviation of the returns on the stock is $56$ percent. Treasury bills that mature in five years currently yield a continuously compounded interest rate of $7\mathrm{.}4$ percent. Use the Black$-$Scholes model to calculate the value of the stock options. $($Do not round intermediate calculations and round your answer to $2$ decimal places, e$.$g$.,32\mathrm{.}16.)$