Suppose the stock price is 50 and we need to price a European call option with a strike of 47.50 maturing in 5 months. The stock is not expected to pay dividends. The continuously compounded risk free rate is 4% per year, the expected return on the stock is 7% per year, and the standard deviation of the stock return is 25%per year. Please show all your work.

Stock price (S) = ?

Exercise Price (E) = ?

Time to expiration (T) = ?

Volatility () = ?