need help with this thanks

The price of a certain security follows a geometric Brownian motion with drift parameter p = 0.12 and the volatility parameter o = 0.24. If the current price of the security is $40 and if the interest rate is 10%, then the risk-neutral arbitrage free value of the call option, with a strike price of $50 and having three months until expiration is given by 87 cents o 5 cents 11 cents 64 cents