The shares of DCB Bank are currently valued at $$25$ and they have a volatility of $21\%$ pa$.$ The risk free rate is $6\%$ pa$.$ You many find this table showing the values of the standard normal cumulative distribution function useful.

a$)$Calculate the price of a European call option on these shares, with strike price $$27$ and a term to expiration of $6$ years. Give your answer in dollars and cents to the nearest cent.

Price of call option $=$ $