Joe Franklin is a portfolio manager responsible for derivatives. He has collected the following information for Abaco Ltd.:

Closing Stock price: $43.00

Put option exercise price $45.00

One-year put option price $4.00

One-year Treasury bill rate 5.50%

Time to expiration: one year

Franklin is asked to value a one-year European-style call option for Abaco Ltd. With strike $45. ___ answer will be approximately

A) $4,101

B) $4,408

C) $4,634

D) $4,912