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I really need help figuring out if my calculations are correct please using the Black-Scholes Model for this question. Z table is attached. Share Price:

I really need help figuring out if my calculations are correct please using the Black-Scholes Model for this question. Z table is attached.

Share Price: $38.50
Exercise Price: $35
Time to Expiry = 6 months
Risk-free Rate = 3.85%
Share return volatitlity (variance) of ordinary shares = 5% per annum

Standard Normal Probabilities Standard Normal Probabilities Table entry for z is the area under the standard normal curve Table entry for z is the area under the standard normal curve .01 .02 .03 .08 .5000 .5040 5080 5120 5279 000 0003 5398 5517 5557 5596 5675 5714 5753 .0007 0007 0006 0006 0006 0006 .0005 .0005 6179 .6255 6293 6331 6368 6480 6517 .0013 .0010 6628 6664 6736 6844 0013 .0010 6879 7019 7123 0026 0025 0023 .0020 .0019 .7257 .7291 7324 .7389 7517 .7549 -2.7 0035 0034 -2.6 0044 0043 0041 0039 .0038 0.8 .7910 .7967 .7995 8023 .8051 .8106 8133 -2.5 0059 0055 0.9 8159 .8264 .8413 .8438 .8485 .8508 .8554 8577 0094 .0087 1.1 8749 .8830 .0107 .0102 .0099 0116 8849 .8869 8925 .8997 9015 0162 .0154 .0146 .0143 9177 -2.1 0170 0166 0150 .9032 9115 9131 .9162 .0179 0174 9306 9319 0222 0217 0212 .020 .9265 .9279 .9292 0268 0239 .9332 .9345 9357 .9382 9394 .9406 .9418 .9429 -1.9 .9505 .9515 .9545 .0359 0351 0344 0322 0301 .0294 9463 0409 0401 .0392 0384 .0367 .9554 .9564 .9582 9591 9599 9608 9616 9625 9633 .0446 .9706 0526 1.8 .9641 .9649 9671 .9713 .9732 9738 9744 9750 9756 9767 0778 0735 .0694 .0681 2.0 9783 9788 9798 .0808 0793 .0968 0934 .0901 0853 1112 .1093 1075 .1038 1020 .9861 9864 9871 9878 .9881 1884 9887 9890 .1131 .1357 1292 .1170 990 .9909 .1335 .9931 9936 .1587 .1562 .1492 .1469 .1423 .1401 .1379 9918 .9920 9922 .1841 .1814 .1788 1762 .1711 .1635 .2033 .1867 9953 .9955 .9957 .9959 9960 .9961 .9962 9963 9964 -0.7 .2420 2389 2358 2327 2296 2206 .2177 .2148 .9965 .9966 .9967 9969 9971 .9972 9973 .2743 .2676 .2578 9976 9977 9979 .3050 .2912 .2843 .2810 .3336 .3264 .3156 .3121 .3783 3745 3707 3669 .3594 .3557 .3483 9990 .9991 9992 9993 .4207 .4168 4052 .3897 .3859 9993 .9993 9994 9995 9996 9996 9997 4960 .4920 4880 4840 4801 .4681 .4641 .9997 9997

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