please show and explain work

You are about to price a call option that has a strike price of $30 and has a maturity of 9-months. You know the current risk-free rate for all periods up to a year is 4.95% per annum with continuous compounding, the current stock price is $28.75, and the stocks volatility is 25%.

1) What is the delta of the call option from question 2?

A) -0.1334

B) 0.0832

C) 0.4470

D) 0.4669

E) 0.5331