The shares of XYZ Corp are currently priced at $$50$ and a call option exercisable in $4$ months time has an exercise price of $$45.$ The risk$-$free rate of interest is $3\mathrm{.}5\%$ per annum and the standard deviation $($volatility$)$ of the share price is $25\%.$ Calculate the value of the call option using the Black$-$Scholes formula.