Compute the value of a call option using the following information:

Price = 40, Strike price = 35, Risk-free rate = 1%, Years to expiration = 0.5,

d1 = 0.7254, d2 = 0.4991, N(d1) = 0.7659, N(d2) = 0.6911, e^(-.01*0.5) = 0.995012

Group of answer choices

-0.70

6.57

11.63

0.97

None of the answer choices are correct.