Lissa Co.'s stock price is currently $30.25. A 6-month call option on Lissa's stock has a strike price of $26.50 and has an expected volatility of 40% (i.e., expected standard deviation = 40%). The risk-free rate is 6%. According to the Black-Scholes option pricing model, what is the value of the option? Do not round your intermediate calculations. (2 points)

	a.	$5.62
	b.	$4.85
	c.	$5.14
	d.	$5.91
	e.	$5.26

Please show steps to get the answer